Share price$19.24
1D+1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:40:10.544Z
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 · 2026-10-23T00:00:00.11532618Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.36 | 98.7% | 34.5% | 16.30 | 80.7% | 18.0% |
| 25Δ | 22.62 | 72.1% | 20.3% | 17.40 | 61.7% | 12.4% |
| 30Δ | 21.80 | 62.8% | 16.2% | 18.06 | 51.1% | 9.1% |
| 35Δ | 21.49 | 59.1% | 14.9% | 18.32 | 47.8% | 8.0% |
| 40Δ | 21.19 | 55.4% | 13.6% | 18.59 | 44.5% | 6.9% |
| 45Δ | 20.88 | 51.7% | 12.3% | 18.86 | 41.2% | 5.9% |
| 50Δ | 20.57 | 48.1% | 11.0% | 19.12 | 37.9% | 4.8% |
| 55Δ | 20.27 | 44.4% | 9.7% | 19.39 | 34.6% | 3.7% |
| 60Δ | 19.96 | 40.7% | 8.5% | 19.65 | 31.3% | 2.6% |
| 65Δ | 19.65 | 37.0% | 7.2% | 19.92 | 28.0% | 1.6% |
| 70Δ | 19.34 | 33.3% | 5.9% | 20.27 | 29.0% | 1.1% |
| 75Δ | 19.04 | 29.7% | 4.6% | 20.66 | 31.8% | 0.9% |
| 80Δ | 18.73 | 26.0% | 3.3% | 21.14 | 35.9% | 0.7% |
| Date | IV |
|---|---|
| 27.68% | |
| 25.75% |