Share price$26.22
1D+3.1%
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 2026-10-23T08:06:39.041Z
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 · 2026-10-22T23:00:00.003988362Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.40 | 139.6% | 27.4% | |||
| 25Δ | 39.66 | 162.4% | 56.8% | 22.46 | 108.4% | 19.6% |
| 30Δ | 37.59 | 166.8% | 50.6% | 23.49 | 107.8% | 17.3% |
| 35Δ | 35.52 | 171.2% | 44.4% | 24.51 | 107.7% | 15.1% |
| 40Δ | 33.69 | 157.9% | 37.9% | 25.39 | 105.1% | 13.1% |
| 45Δ | 31.94 | 138.6% | 31.2% | 26.15 | 100.1% | 11.5% |
| 50Δ | 30.19 | 119.3% | 24.5% | 26.91 | 95.0% | 9.9% |
| 55Δ | 28.44 | 100.0% | 17.9% | 27.66 | 89.9% | 8.2% |
| 60Δ | 26.69 | 80.7% | 11.2% | 28.42 | 84.9% | 6.6% |
| 65Δ | 29.18 | 79.8% | 4.9% | |||
| 70Δ | 29.94 | 74.8% | 3.3% | |||
| 75Δ | 32.97 | 96.0% | 3.0% | |||
| 80Δ | 38.37 | 130.5% | 2.9% | |||
No recorded observations