Share price$19.64
1D-2.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:37:18.462Z
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 · 2026-10-22T16:36:08.963133046Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.88 | 266.5% | 42.0% | |||
| 25Δ | 15.72 | 214.7% | 32.7% | |||
| 30Δ | 17.17 | 177.1% | 25.3% | |||
| 35Δ | 18.28 | 149.1% | 19.6% | |||
| 40Δ | 27.72 | 215.7% | 53.9% | 19.17 | 127.0% | 15.1% |
| 45Δ | 23.65 | 173.3% | 33.2% | 19.86 | 109.3% | 11.6% |
| 50Δ | 21.40 | 142.6% | 21.7% | 20.37 | 95.7% | 9.0% |
| 55Δ | 19.99 | 118.8% | 14.5% | 20.82 | 83.2% | 6.7% |
| 60Δ | 19.12 | 100.6% | 10.1% | 21.13 | 73.6% | 5.2% |
| 65Δ | 18.58 | 86.7% | 7.3% | 21.34 | 66.0% | 4.1% |
| 70Δ | 18.10 | 73.4% | 4.9% | 21.55 | 58.5% | 3.1% |
| 75Δ | 17.58 | 70.0% | 3.6% | 21.76 | 50.9% | 2.1% |
| 80Δ | 17.04 | 69.0% | 2.7% | 21.97 | 43.3% | 1.0% |
No recorded observations