Share price$24.81
1D+0.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:50:25.886Z
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 · 2026-10-22T16:47:25.413539803Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.74 | 55.1% | 17.5% | 22.49 | 45.7% | 10.9% |
| 25Δ | 26.95 | 38.4% | 10.2% | 23.25 | 37.8% | 7.9% |
| 30Δ | 26.38 | 34.8% | 8.1% | 23.71 | 34.7% | 6.3% |
| 35Δ | 25.91 | 33.3% | 6.6% | 24.12 | 33.8% | 5.2% |
| 40Δ | 25.62 | 36.1% | 6.2% | 24.43 | 36.6% | 4.8% |
| 45Δ | 25.33 | 39.0% | 5.8% | 24.74 | 39.4% | 4.5% |
| 50Δ | 25.05 | 41.9% | 5.4% | 25.05 | 41.6% | 4.1% |
| 55Δ | 24.66 | 43.9% | 4.8% | 25.41 | 40.9% | 3.4% |
| 60Δ | 24.26 | 45.8% | 4.3% | 25.77 | 40.2% | 2.8% |
| 65Δ | 23.85 | 46.9% | 3.7% | 26.15 | 39.7% | 2.2% |
| 70Δ | 23.41 | 46.6% | 3.0% | 26.57 | 39.6% | 1.7% |
| 75Δ | 22.98 | 46.2% | 2.4% | 26.99 | 39.6% | 1.2% |
| 80Δ | 22.65 | 42.7% | 1.8% | 28.12 | 44.4% | 0.9% |
No recorded observations