Share price$23.59
1D+3.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:07:18.177Z
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 · 2026-10-22T23:00:00.002067888Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.83 | 19.0% | 6.0% | 19.30 | 77.1% | 20.0% |
| 25Δ | 24.63 | 19.4% | 5.6% | 21.09 | 53.8% | 12.4% |
| 30Δ | 24.43 | 19.7% | 5.2% | 22.58 | 36.0% | 6.4% |
| 35Δ | 24.24 | 20.1% | 4.8% | 22.97 | 39.0% | 6.0% |
| 40Δ | 24.04 | 20.5% | 4.4% | 23.36 | 42.1% | 5.5% |
| 45Δ | 23.84 | 20.8% | 3.9% | 23.75 | 45.1% | 5.0% |
| 50Δ | 23.64 | 21.2% | 3.5% | 24.14 | 48.1% | 4.6% |
| 55Δ | 23.45 | 21.5% | 3.1% | 24.53 | 51.1% | 4.1% |
| 60Δ | 23.25 | 21.9% | 2.7% | 24.92 | 54.1% | 3.7% |
| 65Δ | 23.05 | 22.2% | 2.3% | 25.88 | 62.2% | 3.3% |
| 70Δ | 22.85 | 22.6% | 1.9% | 26.98 | 71.6% | 3.1% |
| 75Δ | 22.66 | 22.9% | 1.4% | 29.08 | 89.7% | 2.9% |
| 80Δ | ||||||
No recorded observations