Share price$24.40
1D-12.9%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:16:07.191Z
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 · 2026-10-22T16:16:06.278503168Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.44 | 111.4% | 18.3% | |||
| 25Δ | 27.80 | 115.0% | 16.3% | |||
| 30Δ | 26.99 | 111.2% | 13.5% | 22.59 | 120.2% | 11.2% |
| 35Δ | 26.41 | 112.0% | 11.8% | 23.17 | 118.6% | 9.6% |
| 40Δ | 25.83 | 112.1% | 10.2% | 23.72 | 116.7% | 8.3% |
| 45Δ | 25.28 | 110.5% | 8.7% | 24.26 | 115.9% | 7.1% |
| 50Δ | 24.75 | 110.4% | 7.4% | 24.79 | 116.3% | 6.1% |
| 55Δ | 24.24 | 111.8% | 6.3% | 25.33 | 116.2% | 5.2% |
| 60Δ | 23.74 | 112.4% | 5.4% | 25.89 | 116.0% | 4.4% |
| 65Δ | 23.22 | 112.1% | 4.4% | 26.51 | 116.5% | 3.6% |
| 70Δ | 22.68 | 112.4% | 3.6% | 27.13 | 116.3% | 2.9% |
| 75Δ | 22.11 | 113.2% | 2.8% | 28.25 | 127.3% | 2.5% |
| 80Δ | 29.60 | 137.6% | 2.0% | |||
No recorded observations