Share price$20.47
1D+0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T09:23:20.014Z
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 · 2026-10-22T00:00:02.174069569Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.70 | 105.9% | 38.3% | 17.12 | 89.6% | 19.6% |
| 25Δ | 24.70 | 81.6% | 23.8% | 18.15 | 76.8% | 15.0% |
| 30Δ | 23.23 | 68.8% | 16.8% | 18.90 | 68.2% | 11.8% |
| 35Δ | 22.35 | 61.5% | 12.9% | 19.46 | 62.0% | 9.5% |
| 40Δ | 21.71 | 56.7% | 10.3% | 19.98 | 56.1% | 7.4% |
| 45Δ | 21.20 | 53.1% | 8.3% | 20.34 | 52.6% | 6.1% |
| 50Δ | 20.78 | 50.4% | 6.7% | 20.70 | 49.2% | 4.9% |
| 55Δ | 20.41 | 48.1% | 5.5% | 21.07 | 46.7% | 3.8% |
| 60Δ | 20.05 | 45.9% | 4.3% | 21.52 | 49.2% | 3.3% |
| 65Δ | 19.66 | 46.9% | 3.7% | 21.96 | 51.7% | 2.8% |
| 70Δ | 19.27 | 48.4% | 3.1% | 22.35 | 50.3% | 2.2% |
| 75Δ | 18.85 | 49.7% | 2.5% | 22.74 | 48.5% | 1.6% |
| 80Δ | 18.37 | 50.6% | 2.0% | 23.24 | 47.8% | 1.1% |
No recorded observations