Share price$25.58
1D-0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:39:32.406Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T20:00:00.489898697Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 32.16 | 77.7% | 28.3% | 20.51 | 114.6% | 24.1% |
| 25Δ | 31.12 | 81.7% | 25.0% | 22.32 | 89.0% | 17.1% |
| 30Δ | 30.09 | 85.6% | 21.8% | 23.32 | 72.4% | 12.9% |
| 35Δ | 29.24 | 80.0% | 18.9% | 24.24 | 56.8% | 9.1% |
| 40Δ | 28.41 | 73.4% | 16.0% | 25.10 | 44.0% | 5.9% |
| 45Δ | 27.58 | 66.9% | 13.2% | 25.66 | 45.1% | 5.3% |
| 50Δ | 26.75 | 60.4% | 10.4% | 26.23 | 46.2% | 4.7% |
| 55Δ | 25.92 | 53.8% | 7.5% | 26.80 | 47.3% | 4.2% |
| 60Δ | 25.08 | 47.3% | 4.7% | 27.37 | 48.4% | 3.6% |
| 65Δ | 24.25 | 50.6% | 3.9% | 27.94 | 49.5% | 3.0% |
| 70Δ | 23.42 | 55.1% | 3.4% | 28.50 | 50.6% | 2.4% |
| 75Δ | 22.58 | 59.5% | 2.9% | 29.07 | 51.7% | 1.8% |
| 80Δ | 21.75 | 64.0% | 2.3% | 29.64 | 52.8% | 1.3% |
No recorded observations