Share price$25.95
1D+0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:32:20.361Z
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 · 2026-10-22T20:10:02.040090201Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.46 | 59.8% | 19.1% | 23.14 | 54.7% | 12.7% |
| 25Δ | 28.64 | 45.1% | 12.1% | 24.11 | 44.3% | 9.1% |
| 30Δ | 27.76 | 38.2% | 8.9% | 24.70 | 39.1% | 7.0% |
| 35Δ | 27.19 | 34.2% | 6.9% | 25.16 | 34.9% | 5.5% |
| 40Δ | 26.79 | 31.4% | 5.6% | 25.50 | 31.9% | 4.4% |
| 45Δ | 26.47 | 29.1% | 4.6% | 25.83 | 28.9% | 3.3% |
| 50Δ | 26.15 | 26.9% | 3.6% | 26.11 | 26.8% | 2.6% |
| 55Δ | 25.88 | 25.5% | 3.0% | 26.32 | 25.7% | 2.2% |
| 60Δ | 25.66 | 24.9% | 2.5% | 26.53 | 24.6% | 1.7% |
| 65Δ | 25.43 | 24.2% | 2.1% | 26.75 | 23.5% | 1.3% |
| 70Δ | 25.20 | 23.6% | 1.7% | 26.96 | 22.4% | 0.9% |
| 75Δ | 24.95 | 23.3% | 1.3% | 27.38 | 24.1% | 0.6% |
| 80Δ | 24.52 | 25.2% | 1.1% | 27.83 | 26.4% | 0.5% |
| Date | IV |
|---|---|
| 121.42% |