Share price$19.58
1D-2.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:51:10.732Z
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 · 2026-10-22T22:30:03.992541611Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.05 | 101.8% | 35.9% | 16.53 | 84.2% | 18.5% |
| 25Δ | 23.29 | 76.9% | 21.9% | 17.47 | 71.6% | 14.1% |
| 30Δ | 22.01 | 65.4% | 15.6% | 18.16 | 63.1% | 10.9% |
| 35Δ | 21.22 | 57.7% | 11.9% | 18.67 | 57.0% | 8.7% |
| 40Δ | 20.67 | 52.7% | 9.4% | 19.11 | 51.5% | 6.8% |
| 45Δ | 20.21 | 48.8% | 7.5% | 19.43 | 47.5% | 5.6% |
| 50Δ | 19.84 | 45.7% | 6.1% | 19.74 | 43.4% | 4.3% |
| 55Δ | 19.54 | 43.3% | 5.0% | 20.06 | 40.0% | 3.2% |
| 60Δ | 19.24 | 40.9% | 4.0% | 20.35 | 39.7% | 2.7% |
| 65Δ | 18.93 | 38.9% | 3.1% | 20.64 | 39.4% | 2.2% |
| 70Δ | 18.63 | 38.8% | 2.6% | 20.94 | 39.0% | 1.7% |
| 75Δ | 18.33 | 38.6% | 2.1% | 21.37 | 40.1% | 1.3% |
| 80Δ | 18.03 | 38.4% | 1.6% | 21.85 | 41.6% | 0.9% |
No recorded observations