Share price$23.57
1D-0.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T09:57:47.020Z
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 · 2026-10-22T00:00:00.107372134Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T09:57:44.790430+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.18 | 65.7% | 21.4% | 20.74 | 61.1% | 14.1% |
| 25Δ | 26.51 | 52.8% | 14.5% | 21.68 | 50.3% | 10.3% |
| 30Δ | 25.58 | 45.7% | 10.8% | 22.30 | 43.7% | 7.9% |
| 35Δ | 24.94 | 41.2% | 8.4% | 22.78 | 39.0% | 6.1% |
| 40Δ | 24.50 | 37.3% | 6.7% | 23.14 | 35.5% | 4.8% |
| 45Δ | 24.07 | 33.5% | 5.1% | 23.41 | 33.0% | 4.0% |
| 50Δ | 23.78 | 31.8% | 4.3% | 23.68 | 30.5% | 3.1% |
| 55Δ | 23.52 | 30.6% | 3.6% | 23.94 | 28.1% | 2.3% |
| 60Δ | 23.27 | 29.3% | 2.9% | 24.20 | 27.5% | 1.8% |
| 65Δ | 23.01 | 28.1% | 2.3% | 24.46 | 27.3% | 1.5% |
| 70Δ | 22.71 | 28.6% | 1.9% | 24.72 | 27.2% | 1.1% |
| 75Δ | 22.40 | 29.1% | 1.6% | 24.97 | 27.1% | 0.8% |
| 80Δ | 22.10 | 29.7% | 1.3% | 25.41 | 28.1% | 0.5% |
No recorded observations