Share price$25.35
1D+0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T06:28:10.980Z
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 · 2026-10-21T23:29:25.984672557Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.83 | 37.8% | 15.1% | 22.58 | 54.9% | 12.8% |
| 25Δ | 28.35 | 37.0% | 13.6% | 23.12 | 54.7% | 11.4% |
| 30Δ | 27.86 | 36.2% | 12.0% | 23.65 | 54.6% | 10.1% |
| 35Δ | 27.37 | 35.5% | 10.5% | 24.19 | 54.4% | 8.7% |
| 40Δ | 26.88 | 34.7% | 9.0% | 24.73 | 54.2% | 7.3% |
| 45Δ | 26.40 | 33.9% | 7.4% | 25.33 | 54.8% | 6.3% |
| 50Δ | 25.91 | 33.1% | 5.9% | 26.01 | 56.3% | 5.6% |
| 55Δ | 25.42 | 32.3% | 4.4% | 26.69 | 57.7% | 4.9% |
| 60Δ | 24.93 | 32.0% | 3.0% | 27.37 | 59.1% | 4.2% |
| 65Δ | 24.45 | 34.4% | 2.7% | 28.05 | 60.5% | 3.5% |
| 70Δ | 23.97 | 36.8% | 2.3% | 28.73 | 61.9% | 2.9% |
| 75Δ | 23.49 | 39.2% | 2.0% | 29.41 | 63.3% | 2.2% |
| 80Δ | 23.00 | 41.6% | 1.6% | |||
No recorded observations