Share price$19.99
1D-0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:26:49.103Z
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 · 2026-10-22T20:00:00.641178885Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.32 | 152.0% | 29.3% | |||
| 25Δ | 29.78 | 155.6% | 54.3% | 17.52 | 87.2% | 16.5% |
| 30Δ | 22.46 | 65.5% | 15.6% | 18.17 | 90.4% | 15.1% |
| 35Δ | 21.98 | 70.8% | 14.6% | 18.82 | 93.6% | 13.6% |
| 40Δ | 21.50 | 76.1% | 13.6% | 19.47 | 96.9% | 12.1% |
| 45Δ | 21.02 | 81.4% | 12.6% | 20.07 | 98.1% | 10.7% |
| 50Δ | 20.54 | 86.7% | 11.7% | 20.46 | 90.7% | 9.2% |
| 55Δ | 20.06 | 92.0% | 10.7% | 20.85 | 83.3% | 7.8% |
| 60Δ | 19.45 | 90.5% | 9.1% | 21.24 | 75.9% | 6.3% |
| 65Δ | 18.83 | 88.1% | 7.5% | 21.63 | 68.6% | 4.8% |
| 70Δ | 18.21 | 85.7% | 5.9% | 22.02 | 61.2% | 3.4% |
| 75Δ | 17.60 | 83.3% | 4.3% | 22.41 | 53.8% | 1.9% |
| 80Δ | 16.59 | 90.2% | 3.4% | 24.20 | 60.3% | 1.3% |
No recorded observations