Share price$23.55
1D+3.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:24:27.736Z
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 · 2026-10-22T20:25:07.026833215Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.82 | 19.5% | 6.2% | 19.22 | 77.6% | 20.1% |
| 25Δ | 24.61 | 20.0% | 5.8% | 20.98 | 54.6% | 12.7% |
| 30Δ | 24.41 | 20.5% | 5.3% | 22.55 | 35.3% | 6.3% |
| 35Δ | 24.20 | 20.9% | 4.9% | 22.94 | 38.2% | 5.8% |
| 40Δ | 24.00 | 21.4% | 4.5% | 23.33 | 41.1% | 5.4% |
| 45Δ | 23.80 | 21.8% | 4.0% | 23.71 | 44.0% | 4.9% |
| 50Δ | 23.59 | 22.3% | 3.6% | 24.10 | 46.9% | 4.5% |
| 55Δ | 23.39 | 22.8% | 3.2% | 24.48 | 49.8% | 4.0% |
| 60Δ | 23.19 | 23.2% | 2.7% | 24.87 | 52.7% | 3.6% |
| 65Δ | 22.98 | 23.7% | 2.3% | 25.72 | 59.8% | 3.2% |
| 70Δ | 22.78 | 24.1% | 1.9% | 26.82 | 69.0% | 2.9% |
| 75Δ | 22.57 | 24.6% | 1.4% | 28.66 | 84.7% | 2.8% |
| 80Δ | ||||||
No recorded observations