Share price$22.42
1D-3.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:38:33.982Z
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 · 2026-10-22T16:38:10.936342391Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.04 | 81.4% | 27.4% | 19.67 | 64.6% | 14.5% |
| 25Δ | 31.06 | 127.1% | 43.0% | 20.46 | 56.0% | 11.3% |
| 30Δ | 25.29 | 67.0% | 16.1% | 20.93 | 57.0% | 10.0% |
| 35Δ | 26.35 | 101.8% | 23.3% | 21.40 | 56.8% | 8.7% |
| 40Δ | 24.93 | 89.7% | 17.4% | 21.87 | 56.5% | 7.4% |
| 45Δ | 23.68 | 76.2% | 12.1% | 22.34 | 58.0% | 6.6% |
| 50Δ | 22.86 | 67.6% | 8.9% | 22.82 | 60.2% | 5.8% |
| 55Δ | 22.35 | 78.8% | 8.9% | 23.25 | 58.7% | 4.9% |
| 60Δ | 21.85 | 82.2% | 8.1% | 23.63 | 54.9% | 3.8% |
| 65Δ | 21.37 | 69.3% | 5.8% | 24.02 | 51.2% | 2.8% |
| 70Δ | 20.60 | 73.5% | 4.7% | 24.38 | 48.5% | 2.2% |
| 75Δ | 19.52 | 92.1% | 4.8% | 24.74 | 45.9% | 1.5% |
| 80Δ | 17.98 | 117.2% | 4.6% | 25.47 | 45.4% | 1.0% |
No recorded observations