Share price$21.61
1D-0.5%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market dataready · fetched 2026-10-23T20:51:06.598Z
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 · 2026-10-23T20:14:01.554825597Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T20:45:08.656112+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.69 | 78.7% | 25.7% | 18.93 | 65.2% | 14.6% |
| 25Δ | 24.93 | 61.2% | 17.6% | 19.94 | 49.7% | 9.9% |
| 30Δ | 23.55 | 46.4% | 11.2% | 21.08 | 19.2% | 3.5% |
| 35Δ | 22.61 | 31.8% | 6.5% | 21.21 | 18.3% | 3.1% |
| 40Δ | 21.99 | 18.5% | 3.2% | 21.34 | 17.4% | 2.6% |
| 45Δ | 21.78 | 22.4% | 3.1% | 21.47 | 16.5% | 2.2% |
| 50Δ | 21.58 | 26.2% | 3.1% | 21.60 | 15.7% | 1.8% |
| 55Δ | 21.37 | 30.1% | 3.0% | 21.73 | 14.8% | 1.4% |
| 60Δ | 21.17 | 34.0% | 3.0% | 21.86 | 13.9% | 1.0% |
| 65Δ | 20.96 | 36.7% | 2.9% | 21.99 | 13.0% | 0.5% |
| 70Δ | 20.74 | 34.4% | 2.4% | 22.59 | 24.5% | 0.9% |
| 75Δ | 20.53 | 32.1% | 1.9% | 23.09 | 31.5% | 1.0% |
| 80Δ | 20.31 | 29.8% | 1.4% | 23.32 | 29.3% | 0.7% |
| Date | IV |
|---|---|
| 21.35% | |
| 23.21% | |
| 23.93% |