Share price$25.81
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:00:20.921Z
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 · 2026-10-22T22:30:00.001692358Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 31.28 | 71.1% | 23.2% | 22.24 | 68.3% | 16.0% |
| 25Δ | 28.95 | 52.5% | 14.2% | 23.55 | 54.0% | 11.1% |
| 30Δ | 28.09 | 45.5% | 11.0% | 24.40 | 44.4% | 8.0% |
| 35Δ | 27.23 | 38.5% | 7.9% | 25.01 | 37.3% | 5.7% |
| 40Δ | 26.73 | 34.9% | 6.2% | 25.33 | 34.4% | 4.7% |
| 45Δ | 26.36 | 32.5% | 5.1% | 25.66 | 31.5% | 3.7% |
| 50Δ | 26.00 | 30.0% | 3.9% | 25.98 | 28.6% | 2.7% |
| 55Δ | 25.76 | 28.5% | 3.4% | 26.20 | 27.2% | 2.2% |
| 60Δ | 25.53 | 26.9% | 2.8% | 26.41 | 25.8% | 1.8% |
| 65Δ | 25.30 | 25.3% | 2.2% | 26.62 | 24.5% | 1.4% |
| 70Δ | 25.07 | 23.7% | 1.7% | 26.83 | 23.1% | 1.0% |
| 75Δ | 24.71 | 24.9% | 1.4% | 27.08 | 22.3% | 0.6% |
| 80Δ | 24.29 | 27.2% | 1.2% | 27.49 | 23.4% | 0.4% |
No recorded observations