Share price$19.72
1D-0.4%
Sold putSold call
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Market dataready · fetched 2026-10-22T15:14:36.740Z
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 · 2026-10-22T15:11:55.550726843Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T15:14:35.895361+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.51 | 90.6% | 29.3% | |||
| 25Δ | 16.04 | 71.0% | 21.7% | |||
| 30Δ | 17.57 | 51.5% | 14.1% | |||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations