Share price$24.84
1D+0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:27:33.610Z
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 · 2026-10-22T20:11:07.8180421Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.65 | 46.5% | 10.5% | |||
| 25Δ | 27.78 | 51.3% | 13.8% | 21.67 | 86.3% | 16.6% |
| 30Δ | 27.55 | 54.9% | 13.5% | 23.29 | 48.9% | 8.8% |
| 35Δ | 25.82 | 29.4% | 5.9% | 24.16 | 32.2% | 5.0% |
| 40Δ | 25.55 | 29.9% | 5.2% | 24.44 | 31.7% | 4.3% |
| 45Δ | 25.28 | 30.4% | 4.6% | 24.73 | 31.2% | 3.6% |
| 50Δ | 25.01 | 30.9% | 4.0% | 25.01 | 30.7% | 3.0% |
| 55Δ | 24.70 | 32.9% | 3.6% | 25.29 | 30.5% | 2.5% |
| 60Δ | 24.38 | 35.0% | 3.3% | 25.57 | 30.3% | 2.1% |
| 65Δ | 24.05 | 37.1% | 2.9% | 25.85 | 30.1% | 1.6% |
| 70Δ | 23.51 | 42.9% | 2.7% | 26.47 | 32.9% | 1.3% |
| 75Δ | 22.88 | 49.5% | 2.5% | 27.51 | 39.4% | 1.1% |
| 80Δ | 21.91 | 57.5% | 2.2% | 28.55 | 45.8% | 0.9% |
No recorded observations