Share price$20.55
1D-1.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T17:04:43.438Z
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 · 2026-10-22T16:42:13.616258976Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 31.90 | 168.9% | 60.9% | |||
| 30Δ | 26.56 | 126.8% | 34.9% | |||
| 35Δ | 24.02 | 101.8% | 22.7% | |||
| 40Δ | 22.71 | 87.5% | 16.6% | 20.43 | 51.7% | 6.2% |
| 45Δ | 21.88 | 78.9% | 13.0% | 21.04 | 72.4% | 7.2% |
| 50Δ | 21.05 | 70.3% | 9.5% | 21.65 | 93.2% | 8.2% |
| 55Δ | 20.53 | 66.3% | 7.7% | 22.50 | 105.0% | 8.3% |
| 60Δ | 20.04 | 62.5% | 6.0% | 23.67 | 104.8% | 7.2% |
| 65Δ | 19.65 | 58.8% | 4.8% | 24.83 | 104.7% | 6.1% |
| 70Δ | 19.26 | 55.1% | 3.7% | 26.00 | 104.5% | 5.0% |
| 75Δ | 18.86 | 51.7% | 2.7% | 27.17 | 104.4% | 3.9% |
| 80Δ | 18.40 | 49.3% | 2.1% | 28.34 | 104.3% | 2.8% |
No recorded observations