Share price$20.60
1D-1.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:03:19.760Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T15:59:22.974788153Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 25.81 | 93.0% | 32.4% | |||
| 40Δ | 25.05 | 88.0% | 29.7% | |||
| 45Δ | 24.28 | 83.0% | 26.9% | |||
| 50Δ | 23.52 | 77.9% | 24.1% | |||
| 55Δ | 22.75 | 72.9% | 21.4% | |||
| 60Δ | 21.99 | 67.9% | 18.6% | |||
| 65Δ | 21.22 | 62.9% | 15.8% | |||
| 70Δ | 20.46 | 57.9% | 13.0% | |||
| 75Δ | 19.70 | 52.9% | 10.3% | |||
| 80Δ | 18.93 | 47.9% | 7.5% | |||
No recorded observations