Share price$22.87
1D-0.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T21:06:46.837Z
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 · 2026-10-22T20:13:40.20112342Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:06:44.773729+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.48 | 79.5% | 26.8% | 19.37 | 82.4% | 18.2% |
| 25Δ | 26.40 | 64.4% | 17.9% | 20.29 | 76.9% | 14.9% |
| 30Δ | 24.58 | 40.8% | 9.5% | 20.95 | 77.8% | 13.1% |
| 35Δ | 24.00 | 36.6% | 7.2% | 21.60 | 76.7% | 11.4% |
| 40Δ | 23.68 | 35.8% | 6.3% | 22.25 | 78.0% | 10.0% |
| 45Δ | 23.37 | 35.0% | 5.4% | 22.91 | 83.7% | 9.2% |
| 50Δ | 23.05 | 34.3% | 4.4% | 23.72 | 90.6% | 8.4% |
| 55Δ | 22.76 | 34.6% | 3.9% | 24.66 | 96.9% | 7.6% |
| 60Δ | 22.46 | 35.1% | 3.3% | 25.90 | 106.4% | 6.9% |
| 65Δ | 22.17 | 35.6% | 2.8% | 27.71 | 120.5% | 6.3% |
| 70Δ | 21.86 | 35.8% | 2.4% | |||
| 75Δ | 21.53 | 35.4% | 1.9% | |||
| 80Δ | 21.19 | 35.0% | 1.5% | |||
No recorded observations