Share price$24.10
1D+1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:24:57.148Z
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 · 2026-10-23T00:00:00.055489093Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.69 | 65.0% | 20.9% | 21.43 | 55.9% | 12.9% |
| 25Δ | 26.75 | 47.9% | 12.9% | 22.39 | 43.7% | 9.0% |
| 30Δ | 25.75 | 37.5% | 8.7% | 23.05 | 35.5% | 6.3% |
| 35Δ | 25.08 | 29.7% | 5.9% | 23.39 | 31.3% | 5.0% |
| 40Δ | 24.80 | 26.5% | 4.9% | 23.72 | 27.2% | 3.8% |
| 45Δ | 24.56 | 24.0% | 4.0% | 24.03 | 23.6% | 2.6% |
| 50Δ | 24.33 | 21.4% | 3.2% | 24.21 | 22.8% | 2.2% |
| 55Δ | 24.10 | 18.8% | 2.3% | 24.39 | 21.9% | 1.9% |
| 60Δ | 24.56 | 21.1% | 1.5% | |||
| 65Δ | 24.74 | 20.2% | 1.1% | |||
| 70Δ | 24.92 | 19.4% | 0.7% | |||
| 75Δ | 25.29 | 21.4% | 0.5% | |||
| 80Δ | 25.83 | 26.0% | 0.4% | |||
No recorded observations