Share price$24.85
1D+1.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:49:15.030Z
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 · 2026-10-22T14:43:24.419790731Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 24.26 | 34.3% | 5.3% | |||
| 40Δ | 24.82 | 36.3% | 4.9% | |||
| 45Δ | 25.37 | 38.4% | 4.4% | |||
| 50Δ | 25.93 | 40.4% | 3.9% | |||
| 55Δ | 26.48 | 42.4% | 3.5% | |||
| 60Δ | 27.04 | 44.5% | 3.0% | |||
| 65Δ | 23.95 | 43.8% | 3.5% | 27.59 | 46.5% | 2.6% |
| 70Δ | 23.59 | 41.6% | 2.9% | 28.15 | 48.5% | 2.1% |
| 75Δ | 23.24 | 39.5% | 2.4% | 28.70 | 50.5% | 1.7% |
| 80Δ | 22.88 | 37.4% | 1.9% | 29.26 | 52.6% | 1.2% |
No recorded observations