Share price$22.08
1D+0.9%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:43:46.308Z
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 · 2026-10-23T16:43:36.893017414Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.00 | 68.4% | 24.3% | 19.20 | 64.8% | 15.3% |
| 25Δ | 25.65 | 65.2% | 18.6% | 19.95 | 63.9% | 12.5% |
| 30Δ | 24.70 | 63.2% | 15.0% | 20.47 | 63.8% | 11.2% |
| 35Δ | 24.14 | 62.3% | 13.2% | 20.97 | 63.8% | 9.9% |
| 40Δ | 23.57 | 61.5% | 11.3% | 21.48 | 63.8% | 8.6% |
| 45Δ | 23.00 | 60.7% | 9.5% | 21.98 | 63.7% | 7.3% |
| 50Δ | 22.45 | 60.0% | 7.7% | 22.49 | 63.7% | 6.0% |
| 55Δ | 21.95 | 60.7% | 6.8% | 22.97 | 62.3% | 5.2% |
| 60Δ | 21.46 | 61.3% | 5.9% | 23.46 | 60.8% | 4.4% |
| 65Δ | 20.97 | 62.0% | 5.0% | 23.94 | 59.3% | 3.5% |
| 70Δ | 20.47 | 62.7% | 4.0% | 24.42 | 57.8% | 2.7% |
| 75Δ | 19.97 | 63.2% | 3.1% | 24.91 | 56.3% | 1.9% |
| 80Δ | 19.36 | 60.9% | 2.5% | 26.16 | 59.0% | 1.3% |
No recorded observations