Share price$22.35
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:06:42.709Z
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 · 2026-10-22T20:10:00.003350726Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.73 | 78.8% | 26.3% | 19.45 | 67.3% | 15.3% |
| 25Δ | 25.53 | 58.9% | 16.5% | 20.48 | 52.5% | 10.7% |
| 30Δ | 24.22 | 45.1% | 10.6% | 21.14 | 44.6% | 8.0% |
| 35Δ | 23.74 | 40.3% | 8.6% | 21.55 | 40.0% | 6.3% |
| 40Δ | 23.42 | 37.2% | 7.5% | 21.97 | 35.4% | 4.7% |
| 45Δ | 23.11 | 34.2% | 6.3% | 22.21 | 33.1% | 3.9% |
| 50Δ | 22.80 | 31.2% | 5.1% | 22.44 | 30.9% | 3.2% |
| 55Δ | 22.48 | 28.2% | 3.9% | 22.67 | 28.7% | 2.5% |
| 60Δ | 22.17 | 25.2% | 2.8% | 22.90 | 26.6% | 1.8% |
| 65Δ | 21.80 | 24.1% | 2.0% | 23.15 | 25.8% | 1.3% |
| 70Δ | 21.36 | 25.3% | 1.7% | 23.42 | 26.1% | 1.0% |
| 75Δ | 20.92 | 26.5% | 1.4% | 23.69 | 26.4% | 0.8% |
| 80Δ | 20.48 | 27.7% | 1.1% | 23.97 | 26.8% | 0.5% |
| Date | IV |
|---|---|
| 29.08% | |
| 28.78% |