Share price$26.00
1D+0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:30:19.519Z
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 · 2026-10-22T20:00:01.501207377Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.49 | 139.1% | 29.4% | |||
| 25Δ | 34.53 | 117.3% | 37.0% | 21.12 | 116.4% | 23.3% |
| 30Δ | 31.47 | 96.2% | 25.5% | 22.74 | 93.7% | 17.2% |
| 35Δ | 29.58 | 83.8% | 18.6% | 24.36 | 71.0% | 11.1% |
| 40Δ | 28.77 | 79.4% | 16.2% | 25.33 | 61.1% | 8.2% |
| 45Δ | 27.96 | 75.0% | 13.8% | 25.87 | 59.6% | 7.4% |
| 50Δ | 27.15 | 70.5% | 11.3% | 26.41 | 58.1% | 6.5% |
| 55Δ | 26.34 | 66.1% | 8.9% | 26.94 | 56.6% | 5.6% |
| 60Δ | 25.53 | 61.7% | 6.5% | 27.48 | 55.1% | 4.8% |
| 65Δ | 24.78 | 58.9% | 4.6% | 28.02 | 53.5% | 3.9% |
| 70Δ | 24.15 | 59.2% | 3.9% | 28.56 | 52.0% | 3.1% |
| 75Δ | 23.52 | 59.5% | 3.1% | 29.10 | 50.5% | 2.2% |
| 80Δ | 22.89 | 59.8% | 2.4% | 29.64 | 49.0% | 1.3% |
| Date | IV |
|---|---|
| 45.76% | |
| 42.47% |