Share price$21.74
1D+0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:48:05.141Z
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 · 2026-10-23T16:47:41.520175291Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.05 | 39.1% | 11.8% | 19.36 | 54.2% | 12.7% |
| 25Δ | 23.56 | 33.5% | 9.6% | 20.30 | 40.5% | 8.3% |
| 30Δ | 23.11 | 28.2% | 7.5% | 20.90 | 31.5% | 5.6% |
| 35Δ | 22.67 | 22.9% | 5.5% | 21.16 | 27.7% | 4.5% |
| 40Δ | 22.22 | 17.6% | 3.4% | 21.34 | 25.0% | 3.7% |
| 45Δ | 21.85 | 15.7% | 2.4% | 21.53 | 22.2% | 2.9% |
| 50Δ | 21.58 | 17.0% | 2.2% | 21.72 | 19.4% | 2.1% |
| 55Δ | 21.30 | 18.3% | 2.0% | 21.91 | 16.7% | 1.4% |
| 60Δ | 21.02 | 19.6% | 1.8% | 22.60 | 22.3% | 1.0% |
| 65Δ | 20.74 | 20.9% | 1.6% | 23.79 | 36.0% | 1.2% |
| 70Δ | 20.46 | 22.2% | 1.4% | 24.97 | 49.7% | 1.3% |
| 75Δ | 20.18 | 23.4% | 1.2% | 26.15 | 63.4% | 1.4% |
| 80Δ | 19.90 | 24.7% | 1.0% | 27.34 | 77.1% | 1.5% |
| Date | IV |
|---|---|
| 21.57% | |
| 21.65% |