Share price$25.98
1D-0.8%
Sold putSold call
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 2026-10-21T17:48:09.814Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:48:02.263851745Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:08.425871+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.07 | 109.3% | 8.9% | 24.61 | 90.3% | 6.1% |
| 25Δ | 27.25 | 89.6% | 5.8% | 24.88 | 90.6% | 5.3% |
| 30Δ | 26.95 | 88.4% | 5.0% | 25.14 | 90.8% | 4.6% |
| 35Δ | 26.71 | 87.8% | 4.3% | 25.37 | 90.9% | 4.0% |
| 40Δ | 26.47 | 87.4% | 3.7% | 25.60 | 90.1% | 3.4% |
| 45Δ | 26.26 | 88.1% | 3.2% | 25.82 | 88.4% | 2.9% |
| 50Δ | 26.04 | 88.8% | 2.8% | 26.04 | 87.2% | 2.5% |
| 55Δ | 25.83 | 87.9% | 2.3% | 26.26 | 87.9% | 2.1% |
| 60Δ | 25.62 | 86.7% | 1.9% | 26.48 | 88.7% | 1.8% |
| 65Δ | 25.29 | 97.3% | 1.7% | 26.72 | 89.4% | 1.5% |
| 70Δ | 24.81 | 123.3% | 1.8% | 26.97 | 90.1% | 1.2% |
| 75Δ | 24.47 | 125.1% | 1.4% | 27.38 | 98.8% | 1.0% |
| 80Δ | 23.27 | 190.8% | 1.7% | |||
| Date | IV |
|---|---|
| 83.99% | |
| 82.87% |