Share price$22.63
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:26:06.729Z
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 · 2026-10-22T20:10:00.003271337Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.64 | 73.5% | 24.2% | 19.92 | 61.5% | 14.1% |
| 25Δ | 25.50 | 54.1% | 14.8% | 21.16 | 41.2% | 8.3% |
| 30Δ | 24.38 | 42.1% | 9.8% | 21.30 | 42.5% | 8.1% |
| 35Δ | 23.76 | 34.9% | 7.2% | 21.62 | 38.7% | 6.9% |
| 40Δ | 23.36 | 30.1% | 5.5% | 21.94 | 35.0% | 5.7% |
| 45Δ | 22.98 | 25.6% | 3.9% | 22.25 | 31.2% | 4.5% |
| 50Δ | 22.83 | 24.1% | 3.4% | 22.57 | 27.4% | 3.2% |
| 55Δ | 22.67 | 22.6% | 3.0% | 22.89 | 23.6% | 2.0% |
| 60Δ | 22.52 | 21.0% | 2.5% | 23.10 | 21.6% | 1.4% |
| 65Δ | 22.36 | 19.5% | 2.1% | 23.26 | 20.6% | 1.1% |
| 70Δ | 22.21 | 18.0% | 1.6% | 23.41 | 19.7% | 0.9% |
| 75Δ | 22.05 | 16.5% | 1.1% | 23.57 | 18.7% | 0.6% |
| 80Δ | 21.79 | 16.7% | 0.8% | 23.73 | 17.7% | 0.4% |
No recorded observations