Share price$22.88
1D+9.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:26:36.701Z
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 · 2026-10-22T23:24:58.336259953Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.28 | 247.8% | 40.2% | |||
| 25Δ | 18.29 | 250.4% | 35.9% | |||
| 30Δ | 20.37 | 253.4% | 32.0% | |||
| 35Δ | 22.55 | 255.6% | 28.5% | |||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | 21.66 | 200.4% | 19.2% | |||
| 70Δ | 20.01 | 195.1% | 14.8% | |||
| 75Δ | 18.48 | 187.4% | 10.9% | |||
| 80Δ | 17.09 | 177.3% | 7.5% | |||
No recorded observations