Share price$25.33
1D
Price history unavailable.
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Market datapartial · fetched 2026-10-22T11:51:54.472Z
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 · 2026-10-22T11:00:00.049054022Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.44 | 47.0% | 17.4% | |||
| 25Δ | 28.96 | 43.4% | 15.6% | 20.50 | 175.7% | 28.7% |
| 30Δ | 28.48 | 39.9% | 13.9% | 22.28 | 143.0% | 21.7% |
| 35Δ | 27.99 | 36.4% | 12.1% | 23.51 | 96.4% | 14.2% |
| 40Δ | 27.51 | 32.9% | 10.4% | 24.67 | 47.9% | 6.5% |
| 45Δ | 27.03 | 29.4% | 8.6% | 25.65 | 42.0% | 4.3% |
| 50Δ | 26.55 | 25.9% | 6.9% | 26.56 | 52.9% | 4.3% |
| 55Δ | 26.06 | 22.4% | 5.1% | 27.47 | 63.7% | 4.3% |
| 60Δ | 25.58 | 18.9% | 3.4% | 28.38 | 74.6% | 4.3% |
| 65Δ | 25.10 | 15.4% | 1.6% | 29.29 | 85.5% | 4.3% |
| 70Δ | 23.32 | 70.1% | 4.3% | 30.82 | 100.0% | 4.2% |
| 75Δ | 21.70 | 103.1% | 5.3% | 34.63 | 127.5% | 4.1% |
| 80Δ | 20.39 | 112.9% | 4.4% | |||
No recorded observations