Share price$23.82
1D-0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:14:17.426Z
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 · 2026-10-22T20:00:00.285282808Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.57 | 89.9% | 30.8% | 20.52 | 72.9% | 16.4% |
| 25Δ | 27.59 | 65.8% | 18.3% | 21.65 | 58.6% | 11.8% |
| 30Δ | 26.23 | 54.2% | 12.8% | 22.38 | 50.0% | 8.9% |
| 35Δ | 25.44 | 47.4% | 9.7% | 22.99 | 42.8% | 6.5% |
| 40Δ | 24.85 | 42.2% | 7.4% | 23.34 | 40.2% | 5.5% |
| 45Δ | 24.44 | 38.9% | 6.0% | 23.69 | 37.8% | 4.4% |
| 50Δ | 24.04 | 35.5% | 4.6% | 24.02 | 35.3% | 3.4% |
| 55Δ | 23.74 | 34.3% | 3.9% | 24.22 | 32.8% | 2.8% |
| 60Δ | 23.46 | 33.2% | 3.3% | 24.42 | 30.3% | 2.3% |
| 65Δ | 23.18 | 32.2% | 2.6% | 24.61 | 27.8% | 1.7% |
| 70Δ | 22.92 | 30.9% | 2.1% | 24.81 | 25.3% | 1.2% |
| 75Δ | 22.68 | 29.1% | 1.7% | 25.12 | 23.9% | 0.6% |
| 80Δ | 22.45 | 27.4% | 1.3% | 27.18 | 39.6% | 0.6% |
No recorded observations