Share price$21.56
1D-1.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T21:10:42.492Z
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 · 2026-10-22T20:22:33.098288457Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:10:40.638891+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.58 | 63.6% | 20.5% | 17.66 | 102.9% | 21.8% |
| 25Δ | 26.49 | 88.0% | 26.1% | 18.67 | 96.5% | 18.1% |
| 30Δ | 25.27 | 82.0% | 21.1% | 19.48 | 94.7% | 15.6% |
| 35Δ | 24.04 | 75.9% | 16.0% | 20.21 | 92.9% | 13.4% |
| 40Δ | 23.06 | 65.4% | 11.7% | 20.94 | 84.5% | 10.7% |
| 45Δ | 22.45 | 60.2% | 9.3% | 21.72 | 95.3% | 10.2% |
| 50Δ | 21.90 | 56.9% | 7.4% | 22.55 | 102.0% | 9.4% |
| 55Δ | 21.46 | 59.2% | 6.6% | 23.48 | 105.4% | 8.2% |
| 60Δ | 21.01 | 61.4% | 5.8% | 24.51 | 108.7% | 7.1% |
| 65Δ | 20.56 | 60.1% | 4.8% | 25.66 | 111.5% | 5.9% |
| 70Δ | 20.10 | 58.8% | 3.8% | 27.29 | 119.0% | 5.0% |
| 75Δ | 19.64 | 57.3% | 3.0% | 29.87 | 132.8% | 4.3% |
| 80Δ | 19.17 | 55.8% | 2.2% | |||
No recorded observations