Share price$22.97
1D-0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:59:52.593Z
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 · 2026-10-23T00:00:02.13937372Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.56 | 73.4% | 22.6% | |||
| 25Δ | 28.52 | 97.0% | 28.0% | |||
| 30Δ | 27.60 | 96.7% | 24.6% | 20.94 | 83.8% | 13.9% |
| 35Δ | 26.03 | 83.4% | 18.2% | 21.71 | 75.1% | 11.1% |
| 40Δ | 24.82 | 73.1% | 13.3% | 22.34 | 68.9% | 8.9% |
| 45Δ | 24.01 | 66.1% | 10.2% | 22.89 | 64.2% | 7.2% |
| 50Δ | 23.44 | 63.4% | 8.4% | 23.30 | 58.3% | 5.7% |
| 55Δ | 22.91 | 60.1% | 6.8% | 23.66 | 52.2% | 4.4% |
| 60Δ | 22.50 | 54.6% | 5.4% | 24.03 | 46.4% | 3.1% |
| 65Δ | 22.09 | 49.1% | 3.9% | 24.40 | 44.9% | 2.5% |
| 70Δ | 21.72 | 46.2% | 3.1% | 24.76 | 43.5% | 1.9% |
| 75Δ | 21.37 | 43.9% | 2.4% | 25.14 | 42.0% | 1.3% |
| 80Δ | 21.02 | 41.7% | 1.7% | 25.55 | 40.3% | 0.9% |
| Date | IV |
|---|---|
| 49.51% | |
| 46.60% |