Share price$22.76
1D-0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:29:00.726Z
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 · 2026-10-22T22:30:00.002392243Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.41 | 80.4% | 27.1% | 19.30 | 82.1% | 18.1% |
| 25Δ | 25.59 | 52.7% | 14.4% | 20.23 | 75.5% | 14.7% |
| 30Δ | 25.00 | 50.4% | 12.2% | 20.87 | 76.3% | 12.9% |
| 35Δ | 23.94 | 38.1% | 7.6% | 21.51 | 75.3% | 11.2% |
| 40Δ | 23.61 | 37.5% | 6.6% | 22.14 | 75.3% | 9.6% |
| 45Δ | 23.28 | 36.8% | 5.6% | 22.79 | 80.7% | 8.9% |
| 50Δ | 22.95 | 36.4% | 4.7% | 23.55 | 87.0% | 8.1% |
| 55Δ | 22.64 | 37.3% | 4.2% | 24.45 | 93.2% | 7.3% |
| 60Δ | 22.33 | 38.2% | 3.6% | 25.58 | 101.1% | 6.6% |
| 65Δ | 22.01 | 39.0% | 3.1% | 27.27 | 114.8% | 6.1% |
| 70Δ | 21.65 | 39.4% | 2.6% | |||
| 75Δ | 21.28 | 39.7% | 2.1% | |||
| 80Δ | 20.90 | 39.6% | 1.6% | |||
No recorded observations