Share price$21.60
1D-6.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:41:07.225Z
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 · 2026-10-22T23:57:50.950842301Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.70 | 149.8% | 64.5% | 16.95 | 134.2% | 26.6% |
| 25Δ | 31.40 | 148.8% | 50.5% | 19.80 | 57.1% | 11.0% |
| 30Δ | 27.93 | 123.5% | 34.8% | 19.52 | 87.4% | 14.7% |
| 35Δ | 25.90 | 107.6% | 25.8% | 20.57 | 54.3% | 8.5% |
| 40Δ | 23.85 | 89.4% | 16.7% | 21.21 | 42.8% | 5.7% |
| 45Δ | 22.71 | 75.6% | 11.7% | 21.56 | 46.5% | 5.3% |
| 50Δ | 22.25 | 85.3% | 11.5% | 21.91 | 50.2% | 4.9% |
| 55Δ | 21.70 | 83.7% | 9.8% | 22.30 | 51.2% | 4.2% |
| 60Δ | 21.03 | 68.6% | 6.5% | 22.72 | 51.1% | 3.5% |
| 65Δ | 20.21 | 96.8% | 7.7% | |||
| 70Δ | 19.59 | 95.0% | 6.4% | |||
| 75Δ | 19.04 | 82.4% | 4.2% | |||
| 80Δ | 17.45 | 114.7% | 4.6% | |||
No recorded observations