Share price$25.59
1D-2.6%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:34:20.137Z
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 · 2026-10-23T17:25:18.110819483Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.34 | 139.3% | 53.5% | 19.91 | 142.1% | 27.6% |
| 25Δ | 35.64 | 136.7% | 44.0% | 21.34 | 137.7% | 23.6% |
| 30Δ | 33.69 | 137.3% | 37.7% | 22.58 | 139.5% | 20.9% |
| 35Δ | 31.83 | 135.5% | 31.7% | 23.83 | 139.0% | 18.3% |
| 40Δ | 30.34 | 136.5% | 27.4% | 25.07 | 139.4% | 16.0% |
| 45Δ | 29.01 | 138.9% | 23.9% | 26.27 | 135.4% | 13.6% |
| 50Δ | 27.62 | 138.0% | 20.2% | 27.57 | 136.4% | 11.8% |
| 55Δ | 26.29 | 136.5% | 16.7% | 28.91 | 136.4% | 10.1% |
| 60Δ | 25.04 | 135.5% | 13.8% | 30.43 | 138.0% | 8.5% |
| 65Δ | 23.83 | 137.0% | 11.5% | 32.10 | 139.5% | 7.1% |
| 70Δ | 22.58 | 139.2% | 9.5% | 33.74 | 137.9% | 5.6% |
| 75Δ | 21.34 | 137.6% | 7.3% | 36.04 | 139.8% | 4.4% |
| 80Δ | 19.98 | 139.4% | 5.5% | 38.77 | 141.5% | 3.2% |
No recorded observations