Share price$25.28
1D-3.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:33:20.102Z
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 · 2026-10-22T18:28:50.781494228Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.78 | 77.3% | 24.4% | 17.78 | 182.9% | 36.3% |
| 25Δ | 32.12 | 110.8% | 31.9% | 19.97 | 162.5% | 29.0% |
| 30Δ | 33.45 | 144.3% | 39.4% | 22.16 | 142.2% | 21.8% |
| 35Δ | 34.79 | 177.8% | 47.0% | 23.34 | 113.3% | 16.2% |
| 40Δ | 33.04 | 165.1% | 40.6% | 24.34 | 82.9% | 10.9% |
| 45Δ | 30.72 | 143.7% | 31.7% | |||
| 50Δ | 28.39 | 122.4% | 22.8% | |||
| 55Δ | 26.07 | 101.0% | 13.9% | |||
| 60Δ | 24.63 | 88.5% | 8.9% | |||
| 65Δ | 23.93 | 83.4% | 7.1% | |||
| 70Δ | 23.24 | 78.4% | 5.4% | |||
| 75Δ | 22.54 | 73.3% | 3.7% | |||
| 80Δ | 21.18 | 86.0% | 3.2% | |||
No recorded observations