Share price$24.77
1D+1.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:23:50.835Z
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 · 2026-10-22T23:00:00.002627088Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 31.49 | 53.6% | 28.2% | 22.75 | 37.9% | 9.4% |
| 25Δ | 30.31 | 47.9% | 23.6% | 23.11 | 36.6% | 8.4% |
| 30Δ | 29.12 | 42.2% | 19.0% | 23.47 | 35.4% | 7.3% |
| 35Δ | 27.93 | 36.4% | 14.5% | 23.83 | 34.2% | 6.3% |
| 40Δ | 26.75 | 30.7% | 9.9% | 24.19 | 33.0% | 5.2% |
| 45Δ | 25.56 | 25.0% | 5.3% | 24.55 | 31.8% | 4.1% |
| 50Δ | 24.83 | 23.2% | 3.0% | 24.92 | 30.6% | 3.1% |
| 55Δ | 24.50 | 24.8% | 2.7% | 25.57 | 33.8% | 2.6% |
| 60Δ | 24.18 | 26.4% | 2.5% | 26.32 | 38.3% | 2.3% |
| 65Δ | 23.85 | 28.0% | 2.2% | 27.07 | 42.8% | 2.0% |
| 70Δ | 23.52 | 29.6% | 1.9% | 27.81 | 47.3% | 1.7% |
| 75Δ | 23.20 | 31.2% | 1.6% | 28.56 | 51.8% | 1.4% |
| 80Δ | 22.87 | 32.8% | 1.3% | 29.31 | 56.3% | 1.2% |
No recorded observations