Share price$23.35
1D-0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:04:13.108Z
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 · 2026-10-22T20:00:02.899664371Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.10 | 44.0% | 13.3% | 20.48 | 60.5% | 14.2% |
| 25Δ | 28.80 | 92.7% | 27.0% | 21.59 | 42.6% | 9.2% |
| 30Δ | 29.46 | 109.0% | 30.9% | 22.56 | 28.5% | 5.1% |
| 35Δ | 28.50 | 99.4% | 27.1% | 22.91 | 31.9% | 4.8% |
| 40Δ | 27.53 | 89.8% | 23.2% | 23.27 | 35.2% | 4.4% |
| 45Δ | 26.57 | 80.2% | 19.3% | 23.62 | 38.5% | 4.1% |
| 50Δ | 25.60 | 70.6% | 15.4% | 23.97 | 41.9% | 3.8% |
| 55Δ | 24.64 | 61.1% | 11.6% | 24.32 | 45.2% | 3.5% |
| 60Δ | 23.67 | 51.5% | 7.7% | 24.68 | 48.6% | 3.2% |
| 65Δ | 22.70 | 41.9% | 3.8% | 25.11 | 52.3% | 2.9% |
| 70Δ | 21.82 | 43.4% | 2.7% | 26.47 | 60.6% | 2.5% |
| 75Δ | 20.96 | 48.0% | 2.3% | 27.83 | 68.9% | 2.1% |
| 80Δ | 20.10 | 52.5% | 1.9% | 29.18 | 77.1% | 1.7% |
No recorded observations