Share price$23.97
1D-1.7%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T16:38:48.232Z
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 · 2026-10-22T16:38:39.007673046Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 44.35 | 193.9% | 89.8% | 18.01 | 170.6% | 31.8% |
| 25Δ | 39.83 | 189.3% | 72.4% | 19.49 | 172.3% | 28.2% |
| 30Δ | 36.57 | 187.5% | 60.4% | 20.97 | 173.2% | 24.9% |
| 35Δ | 33.90 | 186.8% | 51.0% | 22.45 | 172.9% | 21.8% |
| 40Δ | 31.53 | 185.8% | 42.9% | 23.94 | 173.5% | 19.2% |
| 45Δ | 29.44 | 185.4% | 36.2% | 25.55 | 175.9% | 16.9% |
| 50Δ | 27.60 | 186.3% | 30.8% | 27.20 | 176.0% | 14.6% |
| 55Δ | 25.88 | 187.6% | 26.0% | 28.85 | 174.0% | 12.4% |
| 60Δ | 24.13 | 184.7% | 21.1% | 30.79 | 175.2% | 10.5% |
| 65Δ | 22.55 | 187.5% | 17.5% | 33.08 | 177.9% | 8.8% |
| 70Δ | 20.96 | 187.4% | 14.0% | 35.77 | 180.1% | 7.1% |
| 75Δ | 19.35 | 187.0% | 10.8% | 38.73 | 181.0% | 5.5% |
| 80Δ | 17.74 | 185.7% | 8.0% | 42.13 | 180.6% | 3.9% |
No recorded observations