Share price$25.07
1D-10.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:20:23.637Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-30
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 · 2026-10-22T23:15:48.971547329Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.83 | 124.9% | 20.9% | |||
| 25Δ | 28.67 | 117.9% | 16.7% | 22.44 | 129.6% | 13.7% |
| 30Δ | 27.99 | 120.3% | 14.7% | 23.13 | 127.1% | 11.7% |
| 35Δ | 27.26 | 118.4% | 12.5% | 23.76 | 124.8% | 10.1% |
| 40Δ | 26.66 | 118.3% | 10.9% | 24.35 | 123.1% | 8.7% |
| 45Δ | 26.00 | 114.0% | 8.9% | 24.93 | 121.8% | 7.4% |
| 50Δ | 25.46 | 115.7% | 7.8% | 25.55 | 125.5% | 6.6% |
| 55Δ | 24.92 | 117.0% | 6.6% | 26.18 | 128.7% | 5.7% |
| 60Δ | 24.38 | 116.2% | 5.6% | 26.82 | 128.9% | 4.8% |
| 65Δ | 23.83 | 116.2% | 4.6% | 27.61 | 133.3% | 4.1% |
| 70Δ | 23.24 | 117.8% | 3.7% | 28.39 | 133.8% | 3.3% |
| 75Δ | 22.64 | 117.5% | 2.9% | 29.24 | 133.4% | 2.6% |
| 80Δ | 22.04 | 115.9% | 2.2% | 32.75 | 179.6% | 2.5% |
No recorded observations