Share price$24.69
1D+1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T06:27:45.753Z
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 · 2026-10-21T23:00:00.002752278Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.22 | 143.7% | 58.6% | 18.95 | 136.1% | 28.1% |
| 25Δ | 38.02 | 151.2% | 59.0% | 20.66 | 112.6% | 21.5% |
| 30Δ | 35.74 | 140.2% | 50.6% | 22.37 | 89.2% | 14.9% |
| 35Δ | 33.45 | 129.2% | 42.1% | 23.08 | 77.7% | 12.0% |
| 40Δ | 31.16 | 118.2% | 33.6% | 23.71 | 67.4% | 9.5% |
| 45Δ | 28.88 | 107.2% | 25.1% | 24.33 | 57.0% | 7.1% |
| 50Δ | 26.59 | 96.2% | 16.7% | 24.96 | 46.6% | 4.6% |
| 55Δ | 24.83 | 86.3% | 10.2% | 25.78 | 49.8% | 4.0% |
| 60Δ | 24.27 | 78.7% | 8.4% | 26.60 | 53.9% | 3.5% |
| 65Δ | 23.71 | 71.1% | 6.6% | 27.43 | 58.0% | 3.0% |
| 70Δ | 23.15 | 63.5% | 4.8% | 28.25 | 62.1% | 2.6% |
| 75Δ | 22.59 | 55.9% | 3.0% | 29.08 | 66.1% | 2.1% |
| 80Δ | 21.92 | 53.9% | 2.2% | 29.91 | 70.2% | 1.6% |
No recorded observations