Share price$25.00
1D-1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:01:12.431Z
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 · 2026-10-22T21:53:09.092554851Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.10 | 44.2% | 13.7% | 22.63 | 46.1% | 11.0% |
| 25Δ | 27.09 | 37.3% | 9.8% | 23.55 | 34.9% | 7.3% |
| 30Δ | 26.53 | 33.5% | 7.8% | 24.10 | 29.3% | 5.3% |
| 35Δ | 26.00 | 30.0% | 5.9% | 24.37 | 29.5% | 4.7% |
| 40Δ | 25.73 | 27.7% | 5.0% | 24.63 | 29.7% | 4.0% |
| 45Δ | 25.46 | 25.4% | 4.1% | 24.90 | 29.8% | 3.4% |
| 50Δ | 25.19 | 23.2% | 3.2% | 25.17 | 29.8% | 2.9% |
| 55Δ | 24.91 | 22.5% | 2.6% | 25.44 | 29.6% | 2.5% |
| 60Δ | 24.61 | 25.7% | 2.4% | 25.71 | 29.4% | 2.0% |
| 65Δ | 24.31 | 28.9% | 2.3% | 25.98 | 29.2% | 1.5% |
| 70Δ | 24.01 | 32.1% | 2.1% | 26.26 | 28.4% | 1.2% |
| 75Δ | 23.53 | 34.9% | 1.8% | 26.54 | 27.6% | 0.9% |
| 80Δ | 23.05 | 37.7% | 1.5% | 26.82 | 26.7% | 0.5% |
| Date | IV |
|---|---|
| 25.76% | |
| 25.68% |