Share price$23.78
1D-0.3%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:52:24.259Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:52:23.124058283Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:56.456751+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.38 | 524.2% | 56.7% | 21.53 | 167.1% | 10.9% |
| 25Δ | 27.80 | 240.1% | 19.1% | 22.15 | 129.4% | 8.1% |
| 30Δ | 26.55 | 176.1% | 13.4% | 22.77 | 91.6% | 5.3% |
| 35Δ | 25.29 | 112.2% | 7.8% | 23.38 | 53.9% | 2.5% |
| 40Δ | 24.03 | 48.2% | 2.1% | 23.59 | 47.3% | 1.8% |
| 45Δ | 23.90 | 46.7% | 1.7% | 23.70 | 48.1% | 1.6% |
| 50Δ | 23.79 | 46.9% | 1.5% | 23.80 | 48.9% | 1.4% |
| 55Δ | 23.69 | 47.1% | 1.3% | 23.91 | 49.6% | 1.2% |
| 60Δ | 23.58 | 47.3% | 1.1% | 24.13 | 58.6% | 1.1% |
| 65Δ | 23.43 | 50.1% | 0.9% | 24.84 | 103.2% | 1.4% |
| 70Δ | 23.14 | 61.8% | 0.8% | 25.55 | 147.7% | 1.8% |
| 75Δ | 22.86 | 73.5% | 0.8% | 26.18 | 175.1% | 1.8% |
| 80Δ | 22.57 | 85.2% | 0.7% | 30.74 | 348.5% | 2.6% |
| Date | IV |
|---|---|
| 49.79% | |
| 52.51% |