Share price$25.70
1D-1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T20:08:34.477Z
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 · 2026-10-23T20:00:10.135208823Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.02 | 140.4% | 59.2% | 20.43 | 123.9% | 25.0% |
| 25Δ | 29.61 | 63.2% | 17.7% | 22.28 | 96.7% | 17.9% |
| 30Δ | 28.96 | 62.8% | 16.0% | 23.25 | 90.3% | 15.0% |
| 35Δ | 28.31 | 62.4% | 14.3% | 24.11 | 86.8% | 12.7% |
| 40Δ | 27.66 | 62.0% | 12.5% | 24.97 | 83.2% | 10.4% |
| 45Δ | 27.01 | 61.6% | 10.8% | 25.62 | 80.4% | 9.2% |
| 50Δ | 26.37 | 61.2% | 9.1% | 26.27 | 77.7% | 8.1% |
| 55Δ | 25.72 | 60.7% | 7.4% | 26.92 | 74.9% | 7.0% |
| 60Δ | 25.07 | 60.3% | 5.6% | 27.57 | 72.2% | 5.8% |
| 65Δ | 24.67 | 56.5% | 4.8% | 28.21 | 69.5% | 4.7% |
| 70Δ | 24.30 | 52.3% | 4.1% | 28.86 | 66.7% | 3.5% |
| 75Δ | 23.93 | 48.1% | 3.3% | 29.51 | 64.0% | 2.4% |
| 80Δ | 23.56 | 44.0% | 2.6% | 30.85 | 64.9% | 1.4% |
No recorded observations