Share price$24.36
1D+2.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T13:29:07.194Z
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 · 2026-10-21T20:00:00.636882633Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 31.02 | 87.1% | 29.8% | 21.05 | 71.0% | 16.0% |
| 25Δ | 28.06 | 63.6% | 17.7% | 22.13 | 59.1% | 11.9% |
| 30Δ | 26.64 | 50.2% | 11.9% | 22.89 | 50.7% | 9.0% |
| 35Δ | 25.83 | 42.7% | 8.7% | 23.41 | 44.7% | 7.0% |
| 40Δ | 25.33 | 38.7% | 6.9% | 23.89 | 39.1% | 5.2% |
| 45Δ | 24.90 | 35.1% | 5.4% | 24.21 | 35.7% | 4.2% |
| 50Δ | 24.63 | 32.2% | 4.5% | 24.47 | 32.9% | 3.4% |
| 55Δ | 24.35 | 29.4% | 3.6% | 24.74 | 30.2% | 2.6% |
| 60Δ | 24.07 | 26.6% | 2.7% | 25.01 | 27.5% | 1.8% |
| 65Δ | 23.84 | 25.2% | 2.2% | 25.31 | 28.0% | 1.5% |
| 70Δ | 23.63 | 24.3% | 1.8% | 25.61 | 28.4% | 1.1% |
| 75Δ | 23.41 | 23.4% | 1.5% | 25.91 | 28.8% | 0.8% |
| 80Δ | 23.20 | 22.5% | 1.1% | 26.66 | 34.3% | 0.7% |
No recorded observations