Share price$23.05
1D-2.9%
Sold putSold callAH
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 2026-10-23T02:39:57.280Z
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 · 2026-10-22T22:52:28.807995102Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.62 | 138.3% | 53.9% | 18.07 | 133.9% | 26.7% |
| 25Δ | 32.40 | 137.7% | 45.4% | 19.18 | 138.1% | 24.0% |
| 30Δ | 30.52 | 136.8% | 38.5% | 20.33 | 138.4% | 21.1% |
| 35Δ | 28.57 | 131.3% | 31.1% | 21.47 | 135.9% | 18.2% |
| 40Δ | 27.16 | 130.6% | 26.5% | 22.57 | 135.4% | 15.9% |
| 45Δ | 25.99 | 132.8% | 23.1% | 23.76 | 137.9% | 14.0% |
| 50Δ | 24.76 | 131.1% | 19.3% | 24.89 | 136.1% | 11.9% |
| 55Δ | 23.64 | 131.3% | 16.3% | 26.15 | 136.9% | 10.2% |
| 60Δ | 22.55 | 132.6% | 13.7% | 27.39 | 135.3% | 8.5% |
| 65Δ | 21.46 | 136.9% | 11.8% | 28.64 | 132.6% | 6.9% |
| 70Δ | 20.35 | 136.7% | 9.4% | 30.18 | 132.7% | 5.5% |
| 75Δ | 19.21 | 136.0% | 7.3% | 32.06 | 134.2% | 4.3% |
| 80Δ | 17.95 | 139.0% | 5.6% | 34.36 | 136.0% | 3.1% |
No recorded observations