Share price$21.85
1D-1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:07:14.005Z
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 · 2026-10-22T20:52:08.262506899Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.53 | 200.9% | 95.0% | 18.39 | 83.4% | 18.9% |
| 25Δ | 32.88 | 151.0% | 55.4% | 19.17 | 82.4% | 16.3% |
| 30Δ | 27.60 | 104.7% | 30.9% | 19.94 | 81.4% | 13.7% |
| 35Δ | 24.64 | 81.7% | 17.6% | 20.65 | 85.8% | 12.5% |
| 40Δ | 23.92 | 81.3% | 15.4% | 21.35 | 90.7% | 11.4% |
| 45Δ | 23.21 | 80.9% | 13.1% | 22.05 | 95.6% | 10.3% |
| 50Δ | 22.49 | 80.6% | 10.9% | 22.74 | 97.2% | 9.1% |
| 55Δ | 21.82 | 83.8% | 9.7% | 23.40 | 93.1% | 7.6% |
| 60Δ | 21.15 | 86.9% | 8.5% | 24.06 | 89.0% | 6.2% |
| 65Δ | 20.47 | 90.1% | 7.3% | 24.72 | 84.9% | 4.7% |
| 70Δ | 19.73 | 93.4% | 6.1% | 25.48 | 82.3% | 3.6% |
| 75Δ | 18.82 | 97.0% | 5.0% | 26.34 | 80.9% | 2.8% |
| 80Δ | 17.91 | 100.6% | 3.9% | 27.19 | 79.5% | 1.9% |
No recorded observations