Share price$23.89
1D-2.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:29:51.708Z
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 · 2026-10-22T23:00:00.003810183Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.94 | 143.1% | 58.4% | 20.77 | 65.2% | 15.4% |
| 25Δ | 33.32 | 124.3% | 43.7% | 21.44 | 64.6% | 13.3% |
| 30Δ | 31.44 | 114.4% | 36.5% | 22.11 | 63.9% | 11.3% |
| 35Δ | 29.55 | 104.5% | 29.3% | 22.73 | 63.9% | 9.7% |
| 40Δ | 27.67 | 94.5% | 22.1% | 23.29 | 64.7% | 8.6% |
| 45Δ | 25.78 | 84.6% | 14.9% | 23.86 | 65.5% | 7.6% |
| 50Δ | 24.59 | 81.8% | 11.1% | 24.42 | 66.3% | 6.5% |
| 55Δ | 23.88 | 84.0% | 9.8% | 24.98 | 67.1% | 5.4% |
| 60Δ | 23.17 | 86.3% | 8.4% | 27.58 | 75.9% | 4.8% |
| 65Δ | 22.46 | 88.4% | 7.1% | 30.23 | 84.9% | 4.1% |
| 70Δ | 21.70 | 86.8% | 5.8% | 32.88 | 93.9% | 3.4% |
| 75Δ | 20.94 | 85.3% | 4.6% | 35.53 | 102.9% | 2.8% |
| 80Δ | 20.19 | 83.8% | 3.3% | 38.18 | 111.9% | 2.1% |
| Date | IV |
|---|---|
| 68.97% | |
| 68.14% |