Share price$22.67
1D-0.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-24T14:12:42.128Z
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 · 2026-10-23T23:00:00.003758474Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T14:12:40.748479+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.46 | 162.3% | 32.4% | |||
| 25Δ | 34.16 | 152.6% | 55.3% | 17.71 | 141.4% | 27.1% |
| 30Δ | 32.41 | 133.0% | 47.4% | 18.97 | 120.6% | 21.8% |
| 35Δ | 30.66 | 113.5% | 39.4% | 20.22 | 99.7% | 16.5% |
| 40Δ | 28.92 | 93.9% | 31.4% | 21.48 | 78.9% | 11.2% |
| 45Δ | 27.17 | 74.3% | 23.5% | 22.60 | 62.0% | 6.8% |
| 50Δ | 25.42 | 54.7% | 15.5% | 23.13 | 62.5% | 6.0% |
| 55Δ | 23.67 | 35.2% | 7.5% | 23.66 | 63.0% | 5.1% |
| 60Δ | 22.35 | 23.4% | 2.2% | 24.20 | 63.5% | 4.3% |
| 65Δ | 21.91 | 27.5% | 2.0% | 24.73 | 64.1% | 3.5% |
| 70Δ | 21.47 | 31.5% | 1.8% | 26.02 | 72.7% | 3.0% |
| 75Δ | 21.03 | 35.5% | 1.6% | 28.11 | 89.9% | 2.7% |
| 80Δ | 20.59 | 39.6% | 1.4% | |||
| Date | IV |
|---|---|
| 29.30% | |
| 31.02% |