Share price$25.42
1D-0.5%
Sold putSold call
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Market dataready · fetched 2026-10-23T19:56:13.777Z
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 · 2026-10-23T19:56:10.023720001Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T19:50:37.046111+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 50.63 | 214.4% | 104.3% | 20.72 | 107.2% | 22.4% |
| 25Δ | 39.41 | 156.2% | 60.0% | 21.74 | 109.0% | 19.9% |
| 30Δ | 31.86 | 106.9% | 30.0% | 22.74 | 106.4% | 17.0% |
| 35Δ | 29.30 | 95.0% | 20.9% | 23.67 | 91.3% | 13.5% |
| 40Δ | 28.37 | 95.3% | 18.5% | 24.60 | 76.3% | 9.9% |
| 45Δ | 27.45 | 95.6% | 16.1% | 25.45 | 70.6% | 7.8% |
| 50Δ | 26.52 | 95.9% | 13.8% | 26.24 | 72.1% | 7.0% |
| 55Δ | 25.59 | 96.2% | 11.4% | 27.04 | 73.6% | 6.1% |
| 60Δ | 24.67 | 96.9% | 9.4% | 27.84 | 75.2% | 5.2% |
| 65Δ | 23.78 | 98.4% | 7.9% | 28.63 | 76.7% | 4.3% |
| 70Δ | 22.89 | 99.9% | 6.5% | 29.43 | 78.3% | 3.4% |
| 75Δ | 21.91 | 100.7% | 5.1% | 31.13 | 83.0% | 2.6% |
| 80Δ | 20.88 | 101.1% | 3.9% | 35.12 | 95.8% | 2.0% |
| Date | IV |
|---|---|
| 77.07% | |
| 80.28% | |
| 78.49% |