Share price$21.74
1D+0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:45:51.471Z
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 · 2026-10-23T19:45:40.025609305Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.81 | 78.1% | 25.5% | 19.05 | 64.8% | 14.5% |
| 25Δ | 25.06 | 60.8% | 17.5% | 20.80 | 27.3% | 5.5% |
| 30Δ | 23.76 | 46.8% | 11.5% | 21.15 | 20.7% | 3.8% |
| 35Δ | 22.80 | 34.0% | 6.9% | 21.31 | 19.9% | 3.3% |
| 40Δ | 22.32 | 23.2% | 4.3% | 21.47 | 19.1% | 2.8% |
| 45Δ | 21.93 | 17.2% | 2.6% | 21.63 | 18.3% | 2.3% |
| 50Δ | 21.72 | 20.7% | 2.5% | 21.78 | 17.5% | 1.8% |
| 55Δ | 21.52 | 24.3% | 2.5% | 21.94 | 16.7% | 1.3% |
| 60Δ | 21.31 | 27.9% | 2.4% | 22.28 | 22.1% | 1.3% |
| 65Δ | 21.10 | 31.5% | 2.4% | 22.72 | 31.1% | 1.5% |
| 70Δ | 20.91 | 32.0% | 2.1% | 23.39 | 38.7% | 1.6% |
| 75Δ | 20.71 | 29.5% | 1.7% | 24.44 | 43.7% | 1.2% |
| 80Δ | 20.52 | 27.0% | 1.3% | 25.49 | 48.7% | 0.9% |
| Date | IV |
|---|---|
| 21.35% | |
| 23.21% | |
| 23.93% |