Share price$24.78
1D-0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:10:27.194Z
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 · 2026-10-22T20:00:00.672573969Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.78 | 56.1% | 17.8% | 21.84 | 60.7% | 13.9% |
| 25Δ | 26.94 | 38.8% | 10.3% | 22.74 | 52.1% | 10.6% |
| 30Δ | 26.43 | 36.7% | 8.5% | 23.38 | 46.5% | 8.3% |
| 35Δ | 25.95 | 35.1% | 6.9% | 23.91 | 42.0% | 6.5% |
| 40Δ | 25.63 | 36.4% | 6.3% | 24.29 | 40.0% | 5.4% |
| 45Δ | 25.32 | 37.8% | 5.7% | 24.64 | 38.4% | 4.5% |
| 50Δ | 25.01 | 39.2% | 5.0% | 24.99 | 36.8% | 3.6% |
| 55Δ | 24.64 | 40.9% | 4.5% | 25.30 | 36.0% | 3.0% |
| 60Δ | 24.26 | 42.6% | 4.0% | 25.62 | 35.2% | 2.4% |
| 65Δ | 23.91 | 43.1% | 3.4% | 25.93 | 34.5% | 1.9% |
| 70Δ | 23.60 | 40.5% | 2.8% | 26.19 | 32.6% | 1.4% |
| 75Δ | 23.28 | 37.9% | 2.1% | 26.43 | 30.5% | 1.0% |
| 80Δ | 22.54 | 44.7% | 1.8% | 26.67 | 28.3% | 0.7% |
| Date | IV |
|---|---|
| 30.08% | |
| 26.47% |