Share price$22.67
1D+0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:44:57.410Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16
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 · 2026-10-22T20:10:00.002701567Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.81 | 21.8% | 20.9% | |||
| 25Δ | 26.26 | 22.8% | 19.4% | |||
| 30Δ | 25.71 | 23.8% | 18.0% | |||
| 35Δ | 25.16 | 24.8% | 16.5% | |||
| 40Δ | 24.61 | 25.8% | 15.0% | |||
| 45Δ | 24.06 | 26.9% | 13.6% | |||
| 50Δ | 23.50 | 27.9% | 12.1% | |||
| 55Δ | 22.95 | 28.9% | 10.6% | |||
| 60Δ | 22.40 | 29.9% | 9.1% | |||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations