Share price$24.94
1D+1.3%
Sold putSold callAH
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 datapartial · fetched 2026-10-22T20:30:00.019Z
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 · 2026-10-22T20:00:00.414893181Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.80 | 54.0% | 17.1% | 22.63 | 45.5% | 10.8% |
| 25Δ | 27.16 | 39.5% | 10.5% | 23.26 | 41.9% | 8.6% |
| 30Δ | 26.49 | 33.8% | 7.9% | 23.65 | 43.1% | 7.7% |
| 35Δ | 25.97 | 30.8% | 6.1% | 24.03 | 44.3% | 6.8% |
| 40Δ | 25.70 | 33.4% | 5.7% | 24.42 | 44.2% | 5.9% |
| 45Δ | 25.42 | 36.0% | 5.3% | 24.82 | 44.1% | 5.1% |
| 50Δ | 25.14 | 38.6% | 4.9% | 25.21 | 43.8% | 4.3% |
| 55Δ | 24.81 | 40.6% | 4.5% | 25.60 | 43.3% | 3.6% |
| 60Δ | 24.42 | 42.1% | 3.9% | 25.98 | 42.8% | 2.9% |
| 65Δ | 24.04 | 43.6% | 3.4% | 26.44 | 43.2% | 2.4% |
| 70Δ | 23.64 | 43.0% | 2.8% | 26.90 | 43.7% | 1.9% |
| 75Δ | 23.25 | 42.1% | 2.2% | 27.31 | 42.2% | 1.4% |
| 80Δ | 22.88 | 40.2% | 1.7% | 27.72 | 40.2% | 0.9% |
No recorded observations