Share price$24.39
1D-12.6%
Sold putSold call
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 2026-10-22T16:41:46.501Z
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 · 2026-10-22T16:41:45.102989726Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.83 | 120.7% | 20.1% | |||
| 25Δ | 27.78 | 114.7% | 16.2% | 22.11 | 112.7% | 12.1% |
| 30Δ | 27.13 | 116.7% | 14.2% | 22.67 | 113.0% | 10.6% |
| 35Δ | 26.51 | 116.9% | 12.4% | 23.20 | 112.9% | 9.2% |
| 40Δ | 25.89 | 116.3% | 10.6% | 23.72 | 112.3% | 8.0% |
| 45Δ | 25.32 | 115.6% | 9.1% | 24.26 | 113.9% | 7.0% |
| 50Δ | 24.77 | 115.9% | 7.8% | 24.80 | 118.0% | 6.2% |
| 55Δ | 24.24 | 117.5% | 6.7% | 25.31 | 116.6% | 5.3% |
| 60Δ | 23.71 | 118.8% | 5.7% | 25.80 | 111.9% | 4.3% |
| 65Δ | 23.16 | 119.8% | 4.7% | 26.38 | 111.0% | 3.5% |
| 70Δ | 22.59 | 119.4% | 3.8% | 27.01 | 112.4% | 2.8% |
| 75Δ | 22.02 | 118.5% | 2.9% | 27.59 | 109.4% | 2.1% |
| 80Δ | 28.21 | 106.1% | 1.5% | |||
No recorded observations