Share price$22.05
1D+3.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:08:17.516Z
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 · 2026-10-22T20:10:00.001606437Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.47 | 142.1% | 55.7% | 20.44 | 39.4% | 9.3% |
| 25Δ | 33.22 | 144.2% | 55.1% | 20.79 | 43.5% | 8.8% |
| 30Δ | 29.74 | 104.4% | 38.4% | 21.13 | 47.6% | 8.2% |
| 35Δ | 26.26 | 64.7% | 21.8% | 21.47 | 51.7% | 7.7% |
| 40Δ | 22.78 | 24.9% | 5.1% | 21.81 | 55.8% | 7.2% |
| 45Δ | 22.15 | 59.9% | 6.7% | |||
| 50Δ | 22.49 | 64.0% | 6.1% | |||
| 55Δ | 23.01 | 63.4% | 5.3% | |||
| 60Δ | 23.55 | 62.6% | 4.5% | |||
| 65Δ | 24.08 | 61.9% | 3.6% | |||
| 70Δ | 24.61 | 61.1% | 2.8% | |||
| 75Δ | 27.61 | 86.3% | 2.6% | |||
| 80Δ | 32.40 | 131.0% | 3.0% | |||
| Date | IV |
|---|---|
| 34.68% |