Share price$21.04
1D-2.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-20T06:03:52.137Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-20T00:00:00.024628637Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:03:51.725829+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.10 | 76.5% | 30.9% | 17.90 | 75.0% | 17.7% |
| 25Δ | 24.51 | 65.4% | 19.2% | 18.57 | 73.5% | 15.4% |
| 30Δ | 23.91 | 67.0% | 17.2% | 19.24 | 72.0% | 13.1% |
| 35Δ | 23.31 | 68.6% | 15.2% | 19.91 | 70.5% | 10.9% |
| 40Δ | 22.72 | 70.1% | 13.2% | 20.47 | 69.9% | 9.5% |
| 45Δ | 22.13 | 72.7% | 11.8% | 21.01 | 69.4% | 8.3% |
| 50Δ | 21.55 | 75.8% | 10.6% | 21.55 | 69.0% | 7.1% |
| 55Δ | 20.97 | 78.9% | 9.4% | 22.09 | 68.5% | 5.9% |
| 60Δ | 20.40 | 82.0% | 8.2% | 22.69 | 68.7% | 4.8% |
| 65Δ | 19.77 | 84.4% | 7.0% | 23.47 | 70.7% | 4.0% |
| 70Δ | 19.04 | 85.4% | 5.9% | 24.25 | 72.8% | 3.3% |
| 75Δ | 18.32 | 86.3% | 4.7% | 25.05 | 74.6% | 2.5% |
| 80Δ | 17.59 | 87.3% | 3.5% | 26.17 | 71.5% | 1.9% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 71.24% | 8.58 pp | 17.64% |