Share price$21.89
1D-3.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T05:55:25.934Z
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 · 2026-10-22T23:00:00.002885728Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.56 | 65.6% | 23.3% | 18.94 | 67.2% | 15.8% |
| 25Δ | 25.42 | 66.0% | 18.7% | 19.68 | 65.8% | 13.1% |
| 30Δ | 24.63 | 66.0% | 15.8% | 20.28 | 64.6% | 11.2% |
| 35Δ | 24.05 | 65.9% | 13.9% | 20.77 | 63.5% | 9.9% |
| 40Δ | 23.46 | 65.9% | 12.0% | 21.26 | 62.5% | 8.5% |
| 45Δ | 22.88 | 65.8% | 10.2% | 21.75 | 61.4% | 7.2% |
| 50Δ | 22.33 | 65.3% | 8.6% | 22.25 | 60.4% | 5.9% |
| 55Δ | 21.85 | 64.3% | 7.4% | 22.77 | 60.0% | 4.9% |
| 60Δ | 21.36 | 63.2% | 6.3% | 23.33 | 60.5% | 4.1% |
| 65Δ | 20.87 | 62.1% | 5.2% | 23.89 | 60.9% | 3.4% |
| 70Δ | 20.39 | 61.0% | 4.0% | 24.45 | 61.3% | 2.7% |
| 75Δ | 19.83 | 61.0% | 3.0% | 25.02 | 61.9% | 2.0% |
| 80Δ | 19.00 | 65.3% | 2.4% | 27.96 | 75.2% | 1.5% |
No recorded observations