Share price$21.06
1D+1.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:50:04.082Z
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 · 2026-10-22T14:49:49.069043692Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.23 | 75.2% | 16.9% | |||
| 25Δ | 31.34 | 153.7% | 54.1% | 18.75 | 82.8% | 15.9% |
| 30Δ | 27.99 | 132.8% | 38.8% | 19.28 | 90.3% | 14.9% |
| 35Δ | 25.46 | 116.6% | 27.4% | 19.81 | 97.9% | 13.9% |
| 40Δ | 23.47 | 90.6% | 17.7% | 20.38 | 96.8% | 12.3% |
| 45Δ | 22.22 | 76.2% | 12.1% | 20.98 | 90.6% | 10.4% |
| 50Δ | 21.64 | 76.5% | 10.6% | 21.59 | 84.5% | 8.5% |
| 55Δ | 21.05 | 76.9% | 9.1% | 22.19 | 78.4% | 6.5% |
| 60Δ | 20.47 | 77.2% | 7.6% | 22.88 | 76.0% | 5.1% |
| 65Δ | 19.91 | 76.8% | 6.2% | 23.66 | 77.6% | 4.3% |
| 70Δ | 19.41 | 72.8% | 5.1% | 24.45 | 79.3% | 3.5% |
| 75Δ | 18.92 | 68.8% | 4.1% | |||
| 80Δ | 18.43 | 64.8% | 3.1% | |||
No recorded observations