Share price$25.45
1D-10.4%
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 2026-10-22T21:16:35.028Z
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 · 2026-10-22T21:15:40.001854836Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.95 | 117.8% | 19.5% | |||
| 25Δ | 28.84 | 110.7% | 15.6% | 22.66 | 136.9% | 14.3% |
| 30Δ | 28.14 | 110.9% | 13.4% | 23.39 | 135.1% | 12.4% |
| 35Δ | 27.43 | 107.6% | 11.2% | 24.07 | 133.6% | 10.7% |
| 40Δ | 26.90 | 109.5% | 9.9% | 24.70 | 133.2% | 9.3% |
| 45Δ | 26.31 | 104.7% | 8.2% | 25.36 | 136.2% | 8.2% |
| 50Δ | 25.77 | 102.3% | 6.8% | 26.04 | 142.0% | 7.3% |
| 55Δ | 25.28 | 102.5% | 5.8% | 26.77 | 143.7% | 6.3% |
| 60Δ | 24.80 | 101.7% | 4.8% | 27.62 | 149.9% | 5.5% |
| 65Δ | 24.34 | 99.2% | 3.9% | 28.54 | 153.9% | 4.7% |
| 70Δ | 23.86 | 97.0% | 3.1% | 29.57 | 157.3% | 3.8% |
| 75Δ | 23.38 | 95.4% | 2.4% | 38.19 | 304.9% | 5.3% |
| 80Δ | 22.91 | 92.6% | 1.7% | 36.64 | 236.8% | 3.2% |
No recorded observations