Share price$19.13
1D+1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:41:41.400Z
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 · 2026-10-22T22:53:52.348040452Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.26 | 99.2% | 34.8% | 16.18 | 81.3% | 18.2% |
| 25Δ | 22.52 | 72.5% | 20.5% | 17.30 | 61.7% | 12.3% |
| 30Δ | 21.76 | 64.0% | 16.7% | 18.01 | 50.0% | 8.8% |
| 35Δ | 21.42 | 60.2% | 15.3% | 18.24 | 46.8% | 7.8% |
| 40Δ | 21.08 | 56.5% | 13.8% | 18.47 | 43.6% | 6.9% |
| 45Δ | 20.74 | 52.7% | 12.4% | 18.71 | 40.5% | 5.9% |
| 50Δ | 20.41 | 48.9% | 11.0% | 18.94 | 37.3% | 5.0% |
| 55Δ | 20.07 | 45.1% | 9.6% | 19.18 | 34.1% | 4.0% |
| 60Δ | 19.73 | 41.3% | 8.1% | 19.41 | 30.9% | 3.1% |
| 65Δ | 19.40 | 37.6% | 6.7% | 19.64 | 27.8% | 2.1% |
| 70Δ | 19.06 | 33.8% | 5.3% | 19.88 | 24.6% | 1.2% |
| 75Δ | 18.72 | 30.0% | 3.8% | 20.17 | 23.7% | 0.6% |
| 80Δ | 18.38 | 26.2% | 2.4% | 20.52 | 25.4% | 0.4% |
| Date | IV |
|---|---|
| 27.68% | |
| 25.75% |