Share price$25.70
1D-2.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T02:00:52.301Z
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 · 2026-10-22T23:18:26.468725131Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:00:50.301239+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.93 | 133.4% | 51.2% | 20.10 | 135.4% | 26.9% |
| 25Δ | 35.77 | 134.5% | 44.0% | 21.44 | 135.0% | 23.6% |
| 30Δ | 33.66 | 132.9% | 36.9% | 22.69 | 135.6% | 20.8% |
| 35Δ | 31.93 | 132.7% | 31.5% | 23.93 | 132.5% | 17.9% |
| 40Δ | 30.51 | 134.7% | 27.6% | 25.13 | 130.6% | 15.4% |
| 45Δ | 29.06 | 134.8% | 23.5% | 26.32 | 129.5% | 13.3% |
| 50Δ | 27.68 | 133.9% | 19.8% | 27.60 | 130.8% | 11.5% |
| 55Δ | 26.40 | 133.8% | 16.7% | 28.90 | 130.9% | 9.8% |
| 60Δ | 25.18 | 137.2% | 14.3% | 30.22 | 129.5% | 8.2% |
| 65Δ | 23.93 | 138.9% | 11.9% | 31.50 | 126.2% | 6.6% |
| 70Δ | 22.65 | 139.7% | 9.7% | 32.99 | 125.0% | 5.2% |
| 75Δ | 21.31 | 142.2% | 7.7% | 34.75 | 124.6% | 4.0% |
| 80Δ | 19.86 | 145.2% | 5.9% | 36.77 | 124.2% | 2.8% |
No recorded observations