Share price$22.57
1D-1.4%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:42:34.247Z
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 · 2026-10-23T16:26:42.044023717Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.58 | 136.0% | 52.4% | 17.60 | 139.8% | 27.3% |
| 25Δ | 31.71 | 139.9% | 45.3% | 18.81 | 138.1% | 23.7% |
| 30Δ | 29.79 | 138.4% | 38.1% | 19.93 | 138.1% | 20.8% |
| 35Δ | 28.43 | 141.5% | 33.5% | 21.02 | 134.0% | 17.8% |
| 40Δ | 26.85 | 138.4% | 27.9% | 22.08 | 134.2% | 15.5% |
| 45Δ | 25.56 | 138.0% | 23.7% | 23.13 | 132.6% | 13.4% |
| 50Δ | 24.44 | 141.3% | 20.8% | 24.21 | 132.2% | 11.5% |
| 55Δ | 23.28 | 141.9% | 17.6% | 25.33 | 131.6% | 9.8% |
| 60Δ | 22.13 | 140.2% | 14.4% | 26.51 | 130.9% | 8.2% |
| 65Δ | 21.02 | 141.2% | 11.9% | 27.81 | 130.9% | 6.7% |
| 70Δ | 19.89 | 142.9% | 9.7% | 29.49 | 134.4% | 5.5% |
| 75Δ | 18.72 | 144.7% | 7.7% | 30.90 | 131.2% | 4.2% |
| 80Δ | 17.51 | 143.9% | 5.7% | 32.94 | 132.1% | 3.0% |
No recorded observations