Share price$24.90
1D-1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:14:32.698Z
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 · 2026-10-22T20:10:00.004329969Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.49 | 39.1% | 15.8% | 22.85 | 37.5% | 9.5% |
| 25Δ | 27.94 | 38.5% | 14.0% | 23.23 | 36.6% | 8.4% |
| 30Δ | 27.39 | 37.9% | 12.2% | 23.60 | 35.8% | 7.3% |
| 35Δ | 26.83 | 37.3% | 10.4% | 23.98 | 34.9% | 6.3% |
| 40Δ | 26.28 | 36.7% | 8.5% | 24.36 | 34.1% | 5.2% |
| 45Δ | 25.73 | 36.0% | 6.7% | 24.73 | 33.2% | 4.1% |
| 50Δ | 25.18 | 35.4% | 4.9% | 25.29 | 35.7% | 3.3% |
| 55Δ | 24.72 | 36.2% | 4.0% | 26.27 | 46.1% | 3.2% |
| 60Δ | 24.30 | 37.7% | 3.6% | 27.26 | 56.5% | 3.2% |
| 65Δ | 23.89 | 39.2% | 3.1% | 28.25 | 66.9% | 3.1% |
| 70Δ | 23.47 | 40.7% | 2.7% | 29.23 | 77.4% | 3.1% |
| 75Δ | 23.05 | 42.2% | 2.2% | |||
| 80Δ | 22.63 | 43.7% | 1.8% | |||
No recorded observations