Share price$23.49
1D+0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:50:50.735Z
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 · 2026-10-22T22:30:00.003333773Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.80 | 83.8% | 18.6% | |||
| 25Δ | 27.87 | 76.0% | 21.5% | 21.22 | 63.1% | 12.5% |
| 30Δ | 26.05 | 58.4% | 13.8% | 22.09 | 50.3% | 8.8% |
| 35Δ | 25.01 | 46.5% | 9.3% | 22.62 | 42.5% | 6.7% |
| 40Δ | 24.67 | 42.9% | 8.1% | 23.08 | 36.3% | 4.8% |
| 45Δ | 24.34 | 39.3% | 6.9% | 23.35 | 34.4% | 4.1% |
| 50Δ | 24.00 | 35.7% | 5.7% | 23.63 | 32.5% | 3.3% |
| 55Δ | 23.67 | 32.1% | 4.5% | 23.90 | 30.6% | 2.5% |
| 60Δ | 23.34 | 28.6% | 3.3% | 24.15 | 29.2% | 1.9% |
| 65Δ | 23.00 | 25.0% | 2.1% | 24.37 | 28.1% | 1.6% |
| 70Δ | 22.84 | 23.0% | 1.7% | 24.60 | 27.0% | 1.2% |
| 75Δ | 22.69 | 21.1% | 1.4% | 24.83 | 25.9% | 0.8% |
| 80Δ | 22.53 | 19.1% | 1.1% | 25.26 | 27.6% | 0.5% |
No recorded observations