Share price$23.00
1D-0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:34:36.698Z
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 · 2026-10-22T20:10:00.003149739Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.65 | 68.1% | 22.2% | 20.23 | 61.6% | 14.1% |
| 25Δ | 25.87 | 53.8% | 14.6% | 21.17 | 50.2% | 10.2% |
| 30Δ | 24.93 | 46.2% | 10.7% | 21.76 | 44.1% | 7.9% |
| 35Δ | 24.35 | 41.5% | 8.5% | 22.20 | 40.0% | 6.3% |
| 40Δ | 23.87 | 37.7% | 6.6% | 22.55 | 37.2% | 5.1% |
| 45Δ | 23.55 | 35.3% | 5.5% | 22.89 | 34.4% | 4.0% |
| 50Δ | 23.22 | 33.0% | 4.4% | 23.17 | 33.0% | 3.2% |
| 55Δ | 22.92 | 31.2% | 3.5% | 23.43 | 32.2% | 2.7% |
| 60Δ | 22.66 | 30.8% | 3.0% | 23.68 | 31.4% | 2.2% |
| 65Δ | 22.40 | 30.3% | 2.5% | 23.94 | 30.6% | 1.6% |
| 70Δ | 22.15 | 29.9% | 2.0% | 24.30 | 31.4% | 1.3% |
| 75Δ | 21.82 | 30.5% | 1.6% | 24.70 | 32.7% | 1.0% |
| 80Δ | 21.39 | 32.5% | 1.4% | 25.13 | 33.8% | 0.7% |
No recorded observations