Share price$19.80
1D+1.4%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:57:58.867Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19
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 · 2026-10-23T17:14:20.921278743Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | 21.23 | 51.4% | 9.0% | |||
| 55Δ | 22.10 | 51.0% | 7.3% | |||
| 60Δ | 19.52 | 47.4% | 12.0% | 23.13 | 52.2% | 6.0% |
| 65Δ | 18.76 | 47.0% | 10.0% | 24.07 | 51.3% | 4.5% |
| 70Δ | 17.99 | 47.6% | 8.3% | 25.35 | 52.5% | 3.3% |
| 75Δ | 17.20 | 47.3% | 6.7% | 27.17 | 55.5% | 2.2% |
| 80Δ | 29.82 | 59.9% | 1.1% | |||
No recorded observations