Share price$23.00
1D-5.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:07:42.772Z
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 · 2026-10-22T20:24:28.52072993Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.86 | 103.8% | 37.0% | 18.53 | 115.9% | 23.9% |
| 25Δ | 32.96 | 144.1% | 48.3% | 20.12 | 89.6% | 16.9% |
| 30Δ | 30.17 | 129.3% | 36.9% | 20.72 | 104.2% | 16.7% |
| 35Δ | 27.20 | 108.3% | 24.4% | 21.48 | 106.0% | 15.0% |
| 40Δ | 26.35 | 114.4% | 22.3% | 22.29 | 91.9% | 11.6% |
| 45Δ | 25.47 | 119.1% | 20.2% | 22.95 | 72.7% | 8.1% |
| 50Δ | 24.31 | 114.2% | 16.3% | 23.79 | 85.9% | 8.0% |
| 55Δ | 23.30 | 110.8% | 13.3% | 24.40 | 83.9% | 6.8% |
| 60Δ | 22.38 | 109.3% | 11.0% | 24.92 | 76.3% | 5.1% |
| 65Δ | 21.47 | 110.2% | 9.1% | 25.78 | 78.8% | 4.3% |
| 70Δ | 20.58 | 110.0% | 7.3% | 26.54 | 78.2% | 3.4% |
| 75Δ | 19.64 | 109.5% | 5.7% | 27.40 | 77.5% | 2.6% |
| 80Δ | 18.66 | 109.6% | 4.3% | 29.27 | 86.8% | 2.0% |
No recorded observations