Share price$25.90
1D-0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T11:09:55.769Z
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 · 2026-10-22T00:00:00.092746004Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 31.01 | 66.4% | 21.7% | 22.85 | 60.1% | 13.9% |
| 25Δ | 28.99 | 51.5% | 14.0% | 23.69 | 53.9% | 11.0% |
| 30Δ | 28.06 | 45.5% | 10.6% | 24.41 | 47.1% | 8.5% |
| 35Δ | 27.38 | 40.1% | 8.2% | 25.00 | 41.9% | 6.5% |
| 40Δ | 26.84 | 36.1% | 6.4% | 25.38 | 38.6% | 5.3% |
| 45Δ | 26.48 | 34.2% | 5.4% | 25.76 | 35.3% | 4.1% |
| 50Δ | 26.12 | 32.3% | 4.3% | 26.11 | 33.1% | 3.2% |
| 55Δ | 25.81 | 31.5% | 3.6% | 26.41 | 32.8% | 2.7% |
| 60Δ | 25.51 | 31.2% | 3.1% | 26.71 | 32.5% | 2.2% |
| 65Δ | 25.22 | 30.9% | 2.5% | 27.02 | 32.3% | 1.7% |
| 70Δ | 24.90 | 31.0% | 2.0% | 27.43 | 32.8% | 1.4% |
| 75Δ | 24.48 | 32.4% | 1.7% | 27.83 | 33.4% | 1.0% |
| 80Δ | 24.07 | 33.9% | 1.4% | 28.48 | 35.9% | 0.7% |
No recorded observations