Share price$21.74
1D+4.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:31:37.884Z
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 · 2026-10-22T22:57:09.613021789Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 31.00 | 122.5% | 46.0% | 20.06 | 37.0% | 9.0% |
| 25Δ | 28.42 | 112.0% | 34.8% | 20.34 | 36.0% | 8.1% |
| 30Δ | 25.82 | 79.8% | 22.2% | 20.62 | 35.0% | 7.3% |
| 35Δ | 23.67 | 48.2% | 11.5% | 20.89 | 34.0% | 6.4% |
| 40Δ | 22.35 | 32.3% | 5.5% | 21.17 | 33.0% | 5.6% |
| 45Δ | 22.01 | 34.9% | 5.1% | 21.45 | 32.0% | 4.7% |
| 50Δ | 21.68 | 37.5% | 4.7% | 21.73 | 31.0% | 3.9% |
| 55Δ | 21.34 | 40.2% | 4.2% | 22.01 | 30.0% | 3.1% |
| 60Δ | 21.01 | 42.8% | 3.8% | 22.29 | 29.0% | 2.2% |
| 65Δ | 20.67 | 45.5% | 3.4% | 22.88 | 34.9% | 1.8% |
| 70Δ | 20.34 | 48.1% | 3.0% | 24.43 | 61.7% | 2.5% |
| 75Δ | 20.00 | 50.7% | 2.6% | 25.69 | 72.8% | 2.4% |
| 80Δ | 18.78 | 59.3% | 2.1% | 26.77 | 74.9% | 1.8% |
No recorded observations