Share price$24.58
1D-1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:13:53.849Z
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 · 2026-10-22T20:00:00.19557568Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 32.46 | 99.0% | 34.8% | 20.80 | 83.1% | 18.3% |
| 25Δ | 28.92 | 72.5% | 20.4% | 22.10 | 67.0% | 13.2% |
| 30Δ | 27.50 | 62.4% | 14.9% | 22.89 | 59.7% | 10.4% |
| 35Δ | 26.54 | 54.9% | 11.3% | 23.49 | 53.9% | 8.3% |
| 40Δ | 25.84 | 49.8% | 8.8% | 24.04 | 48.4% | 6.4% |
| 45Δ | 25.33 | 46.5% | 7.2% | 24.42 | 44.9% | 5.2% |
| 50Δ | 24.87 | 43.4% | 5.7% | 24.80 | 41.4% | 4.1% |
| 55Δ | 24.52 | 40.8% | 4.7% | 25.15 | 38.9% | 3.2% |
| 60Δ | 24.17 | 38.2% | 3.7% | 25.46 | 37.4% | 2.6% |
| 65Δ | 23.80 | 37.4% | 3.0% | 25.76 | 36.0% | 2.0% |
| 70Δ | 23.41 | 38.4% | 2.5% | 26.12 | 35.3% | 1.5% |
| 75Δ | 23.02 | 39.3% | 2.0% | 26.65 | 37.2% | 1.1% |
| 80Δ | 22.52 | 40.1% | 1.6% | 27.22 | 38.8% | 0.8% |
| Date | IV |
|---|---|
| 36.02% | |
| 40.15% |