Share price$22.57
1D+1.7%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T20:47:45.991Z
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 · 2026-10-22T20:10:00.002464211Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.37 | 153.1% | 32.0% | |||
| 25Δ | 34.09 | 148.3% | 55.6% | 17.57 | 129.4% | 26.4% |
| 30Δ | 32.20 | 127.5% | 47.0% | 18.78 | 105.7% | 20.9% |
| 35Δ | 30.32 | 106.7% | 38.3% | 19.98 | 82.0% | 15.3% |
| 40Δ | 28.43 | 86.0% | 29.6% | 21.18 | 58.3% | 9.7% |
| 45Δ | 26.54 | 65.2% | 21.0% | 22.39 | 34.6% | 4.2% |
| 50Δ | 24.66 | 44.4% | 12.3% | 22.98 | 37.7% | 3.5% |
| 55Δ | 22.77 | 23.6% | 3.6% | 23.51 | 43.6% | 3.3% |
| 60Δ | 21.93 | 25.6% | 2.2% | 24.04 | 49.6% | 3.1% |
| 65Δ | 21.27 | 31.4% | 2.0% | 24.57 | 55.5% | 2.9% |
| 70Δ | 20.61 | 37.1% | 1.8% | 25.57 | 66.2% | 2.8% |
| 75Δ | 19.95 | 42.9% | 1.6% | 28.70 | 97.9% | 3.1% |
| 80Δ | 19.28 | 48.7% | 1.4% | 32.35 | 121.8% | 2.8% |
| Date | IV |
|---|---|
| 29.30% |