Share price$22.68
1D-8.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-24T19:17:41.121Z
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 · 2026-10-24T00:00:02.12955046Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-24T19:17:41.257571+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 27.43 | 102.8% | 25.6% | 20.54 | 88.9% | 14.6% |
| 35Δ | 25.80 | 88.4% | 18.7% | 21.33 | 78.9% | 11.5% |
| 40Δ | 24.59 | 77.9% | 13.8% | 22.07 | 69.5% | 8.7% |
| 45Δ | 23.77 | 70.5% | 10.6% | 22.57 | 64.2% | 7.1% |
| 50Δ | 23.14 | 65.5% | 8.4% | 23.05 | 59.3% | 5.5% |
| 55Δ | 22.63 | 61.1% | 6.7% | 23.44 | 56.2% | 4.5% |
| 60Δ | 22.17 | 56.8% | 5.2% | 23.83 | 53.1% | 3.5% |
| 65Δ | 21.75 | 53.7% | 4.1% | 24.17 | 49.8% | 2.7% |
| 70Δ | 21.37 | 51.1% | 3.3% | 24.46 | 46.4% | 2.1% |
| 75Δ | 20.98 | 48.8% | 2.4% | 24.76 | 43.0% | 1.4% |
| 80Δ | 20.29 | 53.9% | 2.0% | 25.08 | 39.8% | 0.8% |
| Date | IV |
|---|---|
| 49.51% | |
| 46.60% | |
| 48.16% |