Share price$19.69
1D-0.5%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T14:33:11.045Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T14:31:57.335386769Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.12 | 114.4% | 37.5% | |||
| 25Δ | 14.04 | 105.4% | 33.4% | |||
| 30Δ | 14.97 | 96.3% | 29.4% | |||
| 35Δ | 15.89 | 87.3% | 25.3% | |||
| 40Δ | 16.82 | 78.2% | 21.2% | |||
| 45Δ | 17.75 | 69.2% | 17.2% | |||
| 50Δ | 19.94 | 22.8% | 4.7% | 18.67 | 60.1% | 13.1% |
| 55Δ | 19.79 | 21.2% | 4.1% | 19.60 | 51.1% | 9.0% |
| 60Δ | 19.64 | 19.5% | 3.6% | 20.52 | 42.0% | 5.0% |
| 65Δ | 19.49 | 17.9% | 3.0% | 21.44 | 40.5% | 2.7% |
| 70Δ | 19.34 | 16.2% | 2.5% | 22.35 | 46.9% | 2.4% |
| 75Δ | 19.19 | 14.5% | 1.9% | |||
| 80Δ | 19.04 | 12.9% | 1.3% | |||
No recorded observations