Share price$26.16
1D+1.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:21:02.931Z
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 · 2026-10-22T16:16:07.517411164Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.26 | 101.9% | 22.0% | |||
| 25Δ | 34.89 | 117.0% | 37.5% | 22.91 | 81.8% | 16.5% |
| 30Δ | 34.05 | 108.5% | 34.4% | 23.58 | 79.4% | 15.1% |
| 35Δ | 33.20 | 100.1% | 31.2% | 24.25 | 77.0% | 13.6% |
| 40Δ | 32.36 | 91.6% | 28.1% | 24.93 | 74.6% | 12.2% |
| 45Δ | 31.52 | 83.2% | 25.0% | 25.60 | 72.2% | 10.8% |
| 50Δ | 30.67 | 74.7% | 21.8% | 26.27 | 69.8% | 9.4% |
| 55Δ | 29.83 | 66.3% | 18.7% | 26.95 | 67.4% | 8.0% |
| 60Δ | 28.99 | 57.9% | 15.6% | 27.62 | 65.1% | 6.5% |
| 65Δ | 28.14 | 49.4% | 12.4% | 28.30 | 62.7% | 5.1% |
| 70Δ | 27.30 | 41.0% | 9.3% | 28.97 | 60.3% | 3.7% |
| 75Δ | 26.46 | 32.5% | 6.2% | 29.64 | 57.9% | 2.3% |
| 80Δ | 25.61 | 24.1% | 3.0% | 31.64 | 67.1% | 1.5% |
| Date | IV |
|---|---|
| 45.76% | |
| 42.47% |