Share price$25.52
1D+0.5%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:56:16.855Z
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 · 2026-10-23T17:56:15.468663769Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.62 | 108.6% | 38.6% | 20.77 | 108.2% | 22.6% |
| 25Δ | 32.05 | 95.7% | 29.0% | 21.81 | 110.1% | 20.0% |
| 30Δ | 29.83 | 85.8% | 21.0% | 22.82 | 106.7% | 17.1% |
| 35Δ | 29.00 | 88.4% | 19.1% | 23.78 | 92.3% | 13.5% |
| 40Δ | 28.16 | 90.9% | 17.2% | 24.73 | 78.0% | 10.0% |
| 45Δ | 27.32 | 93.5% | 15.3% | 25.58 | 74.8% | 8.3% |
| 50Δ | 26.48 | 96.0% | 13.5% | 26.38 | 75.8% | 7.3% |
| 55Δ | 25.65 | 98.6% | 11.6% | 27.18 | 76.9% | 6.4% |
| 60Δ | 24.80 | 100.4% | 9.7% | 27.98 | 77.9% | 5.4% |
| 65Δ | 23.90 | 100.0% | 8.1% | 28.78 | 78.9% | 4.5% |
| 70Δ | 23.00 | 99.6% | 6.5% | 29.59 | 80.0% | 3.5% |
| 75Δ | 21.96 | 101.9% | 5.1% | 33.11 | 91.4% | 2.7% |
| 80Δ | 20.75 | 107.4% | 4.1% | 39.53 | 113.8% | 2.1% |
| Date | IV |
|---|---|
| 77.07% | |
| 80.28% | |
| 78.49% |