Share price$21.48
1D+6.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:08:45.054Z
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 · 2026-10-22T20:00:09.31797332Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.07 | 83.2% | 18.7% | |||
| 25Δ | 19.10 | 69.4% | 14.1% | |||
| 30Δ | 27.11 | 112.1% | 31.2% | 20.07 | 57.7% | 10.0% |
| 35Δ | 23.12 | 50.4% | 10.7% | 20.55 | 59.6% | 9.1% |
| 40Δ | 22.31 | 34.8% | 6.6% | 21.03 | 61.5% | 8.2% |
| 45Δ | 22.09 | 33.2% | 6.0% | 21.51 | 63.3% | 7.3% |
| 50Δ | 21.88 | 31.7% | 5.4% | 21.99 | 65.2% | 6.4% |
| 55Δ | 21.66 | 30.1% | 4.8% | 22.47 | 67.1% | 5.4% |
| 60Δ | 21.44 | 28.5% | 4.3% | 23.31 | 72.3% | 4.8% |
| 65Δ | 21.23 | 26.9% | 3.7% | 24.17 | 77.7% | 4.2% |
| 70Δ | 21.01 | 25.3% | 3.1% | 25.08 | 83.4% | 3.6% |
| 75Δ | 20.79 | 23.7% | 2.5% | 27.15 | 94.7% | 3.0% |
| 80Δ | 20.58 | 22.2% | 2.0% | 29.23 | 106.0% | 2.5% |
No recorded observations