Share price$20.79
1D+4.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:02:25.217Z
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 · 2026-10-22T23:00:00.003164426Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.39 | 97.6% | 38.9% | 16.50 | 123.7% | 25.3% |
| 25Δ | 26.46 | 80.5% | 29.7% | 18.11 | 87.4% | 16.8% |
| 30Δ | 24.52 | 63.4% | 20.5% | 19.38 | 57.2% | 10.1% |
| 35Δ | 22.58 | 46.3% | 11.2% | 19.78 | 55.5% | 9.0% |
| 40Δ | 21.60 | 38.4% | 6.9% | 20.17 | 53.8% | 7.8% |
| 45Δ | 21.33 | 37.4% | 6.2% | 20.57 | 52.1% | 6.7% |
| 50Δ | 21.07 | 36.4% | 5.6% | 20.97 | 50.4% | 5.5% |
| 55Δ | 20.80 | 35.4% | 4.9% | 21.36 | 48.7% | 4.3% |
| 60Δ | 20.53 | 34.4% | 4.2% | 21.80 | 48.0% | 3.2% |
| 65Δ | 20.27 | 33.4% | 3.6% | 24.04 | 89.9% | 4.6% |
| 70Δ | 20.00 | 32.4% | 2.9% | 28.38 | 141.6% | 5.6% |
| 75Δ | 19.74 | 31.4% | 2.2% | 29.22 | 136.8% | 4.3% |
| 80Δ | 19.47 | 30.5% | 1.6% | |||
| Date | IV |
|---|---|
| 42.28% | |
| 45.49% |