Share price$21.25
1D-0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T09:56:21.972Z
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 · 2026-10-22T00:00:03.376955094Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.80 | 116.4% | 43.4% | 17.56 | 96.5% | 20.9% |
| 25Δ | 26.43 | 93.3% | 27.9% | 18.71 | 81.9% | 15.9% |
| 30Δ | 24.67 | 78.6% | 19.8% | 19.52 | 72.6% | 12.5% |
| 35Δ | 23.50 | 69.5% | 14.7% | 20.17 | 65.5% | 9.9% |
| 40Δ | 22.73 | 63.8% | 11.6% | 20.69 | 59.4% | 7.9% |
| 45Δ | 22.09 | 58.5% | 9.1% | 21.16 | 55.1% | 6.3% |
| 50Δ | 21.62 | 55.6% | 7.5% | 21.55 | 53.6% | 5.3% |
| 55Δ | 21.17 | 53.1% | 6.0% | 21.94 | 52.0% | 4.3% |
| 60Δ | 20.76 | 51.9% | 4.9% | 22.37 | 51.9% | 3.5% |
| 65Δ | 20.37 | 51.4% | 4.1% | 22.81 | 52.0% | 2.9% |
| 70Δ | 19.97 | 51.2% | 3.3% | 23.35 | 53.1% | 2.3% |
| 75Δ | 19.42 | 54.3% | 2.7% | 23.96 | 55.1% | 1.8% |
| 80Δ | 18.86 | 56.8% | 2.2% | 24.61 | 54.9% | 1.3% |
No recorded observations