Share price$21.45
1D+0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:54:01.903Z
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 · 2026-10-22T20:10:00.003843138Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.90 | 82.5% | 27.7% | |||
| 25Δ | 24.54 | 60.6% | 16.7% | 19.67 | 52.2% | 10.6% |
| 30Δ | 23.31 | 47.0% | 11.0% | 20.29 | 43.0% | 7.8% |
| 35Δ | 22.65 | 38.8% | 8.0% | 20.75 | 36.5% | 5.8% |
| 40Δ | 22.16 | 32.3% | 5.7% | 21.09 | 32.0% | 4.3% |
| 45Δ | 21.86 | 29.1% | 4.6% | 21.30 | 29.9% | 3.6% |
| 50Δ | 21.67 | 27.5% | 3.9% | 21.51 | 27.9% | 3.0% |
| 55Δ | 21.47 | 25.8% | 3.3% | 21.71 | 25.8% | 2.3% |
| 60Δ | 21.27 | 24.1% | 2.6% | 21.92 | 23.7% | 1.6% |
| 65Δ | 21.07 | 22.5% | 2.0% | 22.13 | 22.8% | 1.1% |
| 70Δ | 20.76 | 22.8% | 1.6% | 22.34 | 22.5% | 0.9% |
| 75Δ | 20.39 | 24.1% | 1.3% | 22.56 | 22.3% | 0.6% |
| 80Δ | 20.01 | 25.4% | 1.0% | 22.77 | 22.1% | 0.4% |
No recorded observations