Share price$23.20
1D-5.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:53:56.417Z
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 · 2026-10-22T23:00:00.003555375Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.95 | 102.0% | 36.2% | 18.60 | 119.5% | 24.4% |
| 25Δ | 32.91 | 140.9% | 46.8% | 20.21 | 94.2% | 17.6% |
| 30Δ | 30.29 | 127.4% | 36.2% | 20.81 | 109.3% | 17.4% |
| 35Δ | 27.45 | 108.5% | 24.5% | 21.66 | 106.9% | 15.1% |
| 40Δ | 26.41 | 110.5% | 21.4% | 22.48 | 89.7% | 11.4% |
| 45Δ | 25.57 | 115.6% | 19.4% | 23.24 | 79.2% | 8.7% |
| 50Δ | 24.47 | 111.5% | 15.9% | 24.07 | 92.6% | 8.6% |
| 55Δ | 23.46 | 106.8% | 12.8% | 24.64 | 84.8% | 6.8% |
| 60Δ | 22.56 | 104.9% | 10.4% | 25.36 | 81.7% | 5.4% |
| 65Δ | 21.69 | 104.2% | 8.5% | 26.26 | 84.7% | 4.6% |
| 70Δ | 20.82 | 104.9% | 6.9% | 27.07 | 83.5% | 3.6% |
| 75Δ | 20.01 | 100.7% | 5.2% | 28.57 | 90.0% | 3.0% |
| 80Δ | 18.98 | 104.1% | 4.1% | 29.66 | 88.3% | 2.1% |
No recorded observations