Share price$23.69
1D-0.5%
Sold putSold call
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Market dataready · fetched 2026-10-21T16:59:33.208Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:59:29.095870026Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:32.610425+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.16 | 418.1% | 47.2% | 21.44 | 168.2% | 11.0% |
| 25Δ | 27.66 | 235.1% | 19.0% | 23.11 | 49.8% | 3.0% |
| 30Δ | 26.23 | 163.5% | 12.4% | 23.24 | 49.2% | 2.6% |
| 35Δ | 24.79 | 91.9% | 5.9% | 23.37 | 48.5% | 2.2% |
| 40Δ | 23.95 | 52.1% | 2.2% | 23.50 | 47.9% | 1.8% |
| 45Δ | 23.83 | 52.0% | 1.9% | 23.60 | 47.8% | 1.6% |
| 50Δ | 23.72 | 51.8% | 1.7% | 23.71 | 47.8% | 1.4% |
| 55Δ | 23.60 | 51.7% | 1.4% | 23.82 | 47.8% | 1.2% |
| 60Δ | 23.48 | 51.9% | 1.2% | 23.93 | 47.7% | 1.0% |
| 65Δ | 23.33 | 54.5% | 1.0% | 24.25 | 62.2% | 0.9% |
| 70Δ | 23.17 | 57.0% | 0.9% | 25.06 | 110.0% | 1.2% |
| 75Δ | 23.02 | 59.6% | 0.7% | 25.88 | 157.8% | 1.6% |
| 80Δ | 21.69 | 150.9% | 1.3% | 29.09 | 279.5% | 2.1% |
| Date | IV |
|---|---|
| 49.79% | |
| 52.51% |