Share price$19.35
1D-4.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:29:32.483Z
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 · 2026-10-22T20:10:03.243055236Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.34 | 130.6% | 50.0% | 15.78 | 105.7% | 22.3% |
| 25Δ | 24.69 | 103.5% | 31.4% | 16.88 | 90.3% | 17.1% |
| 30Δ | 22.85 | 88.6% | 22.3% | 17.67 | 80.0% | 13.5% |
| 35Δ | 21.72 | 79.2% | 16.9% | 18.30 | 71.8% | 10.7% |
| 40Δ | 20.88 | 71.7% | 13.0% | 18.83 | 64.9% | 8.5% |
| 45Δ | 20.26 | 66.6% | 10.4% | 19.26 | 60.6% | 6.9% |
| 50Δ | 19.75 | 63.2% | 8.4% | 19.64 | 57.6% | 5.7% |
| 55Δ | 19.30 | 61.1% | 7.0% | 20.03 | 54.8% | 4.5% |
| 60Δ | 18.86 | 59.9% | 5.7% | 20.45 | 55.0% | 3.8% |
| 65Δ | 18.43 | 60.4% | 4.8% | 20.87 | 55.3% | 3.1% |
| 70Δ | 18.00 | 60.9% | 3.9% | 21.36 | 55.5% | 2.4% |
| 75Δ | 17.47 | 62.9% | 3.2% | 21.87 | 55.8% | 1.8% |
| 80Δ | 16.91 | 65.1% | 2.5% | 22.39 | 54.6% | 1.3% |
No recorded observations