Share price$22.18
1D-4.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:13:59.277Z
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 · 2026-10-22T20:00:00.576236484Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.40 | 100.2% | 35.3% | 18.38 | 95.9% | 20.6% |
| 25Δ | 26.94 | 85.1% | 24.6% | 19.49 | 84.3% | 16.2% |
| 30Δ | 25.71 | 79.8% | 19.7% | 20.32 | 76.6% | 13.0% |
| 35Δ | 24.62 | 72.5% | 15.3% | 21.01 | 71.4% | 10.6% |
| 40Δ | 23.84 | 69.1% | 12.5% | 21.58 | 70.4% | 9.1% |
| 45Δ | 23.26 | 69.7% | 10.8% | 22.13 | 69.4% | 7.8% |
| 50Δ | 22.70 | 70.1% | 9.3% | 22.67 | 68.7% | 6.6% |
| 55Δ | 22.14 | 70.4% | 8.0% | 23.22 | 67.8% | 5.5% |
| 60Δ | 21.56 | 72.3% | 6.9% | 23.76 | 66.8% | 4.5% |
| 65Δ | 20.98 | 74.7% | 5.9% | 24.32 | 65.6% | 3.6% |
| 70Δ | 20.34 | 75.9% | 4.9% | 24.88 | 64.3% | 2.8% |
| 75Δ | 19.64 | 77.8% | 3.9% | 25.57 | 64.0% | 2.1% |
| 80Δ | 18.88 | 79.9% | 3.1% | 26.28 | 63.1% | 1.5% |
No recorded observations