Share price$24.14
1D+1.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:59:47.253Z
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 · 2026-10-22T15:59:22.460708868Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.45 | 61.3% | 19.7% | 20.56 | 79.2% | 17.6% |
| 25Δ | 27.52 | 59.5% | 16.3% | 21.30 | 80.5% | 15.6% |
| 30Δ | 26.78 | 58.6% | 13.9% | 22.06 | 80.4% | 13.5% |
| 35Δ | 26.12 | 57.6% | 11.7% | 22.73 | 84.6% | 12.3% |
| 40Δ | 25.56 | 57.1% | 10.1% | 23.46 | 88.5% | 11.1% |
| 45Δ | 25.02 | 56.7% | 8.6% | 24.24 | 91.8% | 9.9% |
| 50Δ | 24.52 | 53.8% | 7.1% | 25.10 | 94.7% | 8.8% |
| 55Δ | 24.03 | 50.8% | 5.6% | 26.24 | 102.5% | 8.0% |
| 60Δ | 23.62 | 49.0% | 4.7% | 28.15 | 118.4% | 7.5% |
| 65Δ | 23.21 | 47.4% | 3.8% | 30.07 | 133.9% | 6.9% |
| 70Δ | 22.65 | 50.8% | 3.2% | 33.25 | 152.2% | 6.2% |
| 75Δ | 21.97 | 58.5% | 3.0% | |||
| 80Δ | 21.66 | 52.5% | 2.3% | |||
| Date | IV |
|---|---|
| 64.13% | |
| 62.31% |