Share price$20.08
1D-5.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:15:13.941Z
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 · 2026-10-23T00:00:02.540471839Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.73 | 76.0% | 25.3% | 16.73 | 92.1% | 20.0% |
| 25Δ | 23.79 | 74.1% | 21.3% | 17.75 | 74.6% | 14.9% |
| 30Δ | 21.96 | 51.2% | 11.9% | 18.77 | 53.8% | 9.6% |
| 35Δ | 21.55 | 51.7% | 10.5% | 19.28 | 54.3% | 8.2% |
| 40Δ | 21.14 | 52.1% | 9.2% | 19.65 | 61.2% | 7.9% |
| 45Δ | 20.76 | 56.9% | 8.5% | 20.03 | 67.6% | 7.6% |
| 50Δ | 20.40 | 63.8% | 8.2% | 20.49 | 66.1% | 6.4% |
| 55Δ | 20.03 | 70.8% | 8.0% | 20.95 | 64.6% | 5.2% |
| 60Δ | 19.65 | 64.1% | 6.4% | 21.29 | 60.2% | 4.2% |
| 65Δ | 19.26 | 56.2% | 4.6% | 21.61 | 55.6% | 3.2% |
| 70Δ | 18.71 | 57.5% | 3.6% | 21.93 | 50.9% | 2.2% |
| 75Δ | 17.82 | 76.2% | 3.8% | 22.79 | 55.6% | 1.8% |
| 80Δ | 16.94 | 85.0% | 3.3% | 23.82 | 63.2% | 1.4% |
| Date | IV |
|---|---|
| 48.98% | |
| 48.11% |