Share price$17.73
1D-0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T06:22:27.825Z
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 · 2026-10-22T00:00:02.222707122Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.63 | 72.0% | 24.0% | 15.15 | 76.7% | 17.3% |
| 25Δ | 20.42 | 62.4% | 17.6% | 15.79 | 73.1% | 14.4% |
| 30Δ | 19.66 | 56.9% | 13.7% | 16.32 | 71.7% | 12.3% |
| 35Δ | 19.10 | 53.9% | 11.0% | 16.79 | 71.2% | 10.6% |
| 40Δ | 18.70 | 52.4% | 9.3% | 17.26 | 72.3% | 9.3% |
| 45Δ | 18.33 | 51.1% | 7.9% | 17.73 | 74.5% | 8.3% |
| 50Δ | 17.97 | 49.9% | 6.5% | 18.21 | 76.2% | 7.2% |
| 55Δ | 17.66 | 49.2% | 5.6% | 18.73 | 77.2% | 6.2% |
| 60Δ | 17.35 | 48.5% | 4.7% | 19.35 | 80.1% | 5.3% |
| 65Δ | 17.04 | 47.8% | 3.7% | 20.09 | 85.0% | 4.6% |
| 70Δ | 16.74 | 46.6% | 3.1% | 20.98 | 89.7% | 3.9% |
| 75Δ | 16.44 | 45.2% | 2.4% | 22.27 | 97.9% | 3.2% |
| 80Δ | 16.14 | 43.9% | 1.8% | 24.75 | 116.4% | 2.7% |
No recorded observations