Share price$22.05
1D+9.5%
Sold putSold callAH
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 dataready · fetched 2026-10-22T21:04:42.408Z
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 · 2026-10-22T21:04:11.901179867Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:04:40.602361+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.76 | 237.2% | 39.3% | |||
| 25Δ | 17.62 | 239.4% | 34.9% | |||
| 30Δ | 19.51 | 240.8% | 31.0% | |||
| 35Δ | 21.46 | 241.9% | 27.5% | |||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | 21.14 | 222.1% | 22.2% | |||
| 70Δ | 19.36 | 219.1% | 17.3% | |||
| 75Δ | 17.66 | 214.7% | 13.0% | |||
| 80Δ | 16.05 | 207.5% | 9.2% | |||
No recorded observations