Share price$21.96
1D-0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:20:32.752Z
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 · 2026-10-22T20:00:00.691940771Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.64 | 81.5% | 18.0% | |||
| 25Δ | 25.99 | 75.1% | 21.2% | 19.87 | 62.3% | 12.3% |
| 30Δ | 24.36 | 58.1% | 13.8% | 20.58 | 52.2% | 9.3% |
| 35Δ | 23.43 | 46.7% | 9.6% | 21.13 | 44.9% | 6.9% |
| 40Δ | 22.85 | 39.8% | 7.0% | 21.48 | 40.6% | 5.6% |
| 45Δ | 22.51 | 37.0% | 5.8% | 21.83 | 36.3% | 4.2% |
| 50Δ | 22.17 | 34.2% | 4.6% | 22.11 | 33.4% | 3.3% |
| 55Δ | 21.90 | 31.8% | 3.7% | 22.33 | 31.6% | 2.7% |
| 60Δ | 21.71 | 30.0% | 3.1% | 22.54 | 29.9% | 2.1% |
| 65Δ | 21.51 | 28.2% | 2.6% | 22.76 | 28.2% | 1.6% |
| 70Δ | 21.31 | 26.3% | 2.1% | 22.98 | 26.5% | 1.0% |
| 75Δ | 21.11 | 24.5% | 1.5% | 23.28 | 26.4% | 0.7% |
| 80Δ | 20.87 | 23.2% | 1.1% | 23.59 | 26.5% | 0.5% |
| Date | IV |
|---|---|
| 31.53% | |
| 31.44% |