Share price$24.53
1D+2.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:08:25.978Z
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 · 2026-10-22T21:03:05.115808917Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.67 | 58.4% | 18.6% | 20.72 | 83.9% | 18.5% |
| 25Δ | 27.55 | 52.9% | 14.4% | 21.68 | 79.4% | 15.4% |
| 30Δ | 26.83 | 51.2% | 11.9% | 22.41 | 83.2% | 13.9% |
| 35Δ | 26.33 | 52.1% | 10.6% | 23.03 | 92.1% | 13.2% |
| 40Δ | 25.83 | 52.2% | 9.2% | 23.85 | 98.8% | 12.2% |
| 45Δ | 25.33 | 50.9% | 7.8% | 24.77 | 104.3% | 11.1% |
| 50Δ | 24.86 | 49.1% | 6.4% | 25.81 | 109.1% | 9.9% |
| 55Δ | 24.45 | 46.7% | 5.3% | 27.14 | 118.1% | 9.0% |
| 60Δ | 24.03 | 44.2% | 4.1% | 28.84 | 128.9% | 8.2% |
| 65Δ | 23.69 | 42.1% | 3.4% | 31.73 | 150.7% | 7.7% |
| 70Δ | 23.36 | 39.9% | 2.7% | |||
| 75Δ | 23.03 | 37.8% | 2.0% | |||
| 80Δ | 22.46 | 38.6% | 1.6% | |||
| Date | IV |
|---|---|
| 64.13% | |
| 62.31% |