Share price$20.96
1D
Price history unavailable.
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Market datapartial · fetched 2026-10-22T13:29:13.710Z
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 · 2026-10-22T11:47:23.196917004Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.69 | 98.5% | 34.8% | 18.41 | 57.1% | 13.9% |
| 25Δ | 22.43 | 31.8% | 8.4% | 19.42 | 41.6% | 9.0% |
| 30Δ | 22.17 | 32.2% | 7.7% | 20.12 | 33.1% | 6.0% |
| 35Δ | 21.90 | 32.6% | 7.0% | 20.41 | 33.7% | 5.5% |
| 40Δ | 21.64 | 33.0% | 6.4% | 20.69 | 34.4% | 4.9% |
| 45Δ | 21.37 | 33.4% | 5.7% | 20.98 | 35.0% | 4.4% |
| 50Δ | 21.11 | 33.8% | 5.0% | 21.27 | 35.6% | 3.8% |
| 55Δ | 20.84 | 34.2% | 4.4% | 21.55 | 36.3% | 3.3% |
| 60Δ | 20.58 | 34.5% | 3.7% | 21.84 | 36.9% | 2.7% |
| 65Δ | 20.31 | 34.9% | 3.0% | 22.12 | 37.6% | 2.2% |
| 70Δ | 20.05 | 35.3% | 2.3% | 22.41 | 38.2% | 1.7% |
| 75Δ | 18.73 | 66.8% | 3.1% | 24.60 | 70.5% | 2.3% |
| 80Δ | 17.14 | 102.7% | 3.9% | 25.79 | 74.7% | 1.8% |
No recorded observations