Share price$19.10
1D-0.7%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:01:39.721Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:34.05610688Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:39.164200+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.53 | 304.7% | 26.2% | 16.07 | 312.8% | 18.8% |
| 25Δ | 26.12 | 485.2% | 41.7% | 17.36 | 199.7% | 11.4% |
| 30Δ | 24.36 | 455.8% | 33.1% | 18.22 | 118.7% | 6.3% |
| 35Δ | 22.96 | 374.7% | 25.2% | 18.64 | 69.0% | 3.5% |
| 40Δ | 22.18 | 306.8% | 20.4% | 19.03 | 36.4% | 1.3% |
| 45Δ | 21.40 | 239.0% | 15.6% | 19.20 | 86.8% | 2.4% |
| 50Δ | 20.63 | 171.1% | 10.7% | 19.38 | 137.3% | 3.5% |
| 55Δ | 19.85 | 103.3% | 5.9% | 19.58 | 170.4% | 4.1% |
| 60Δ | 19.07 | 35.4% | 1.1% | 19.85 | 161.3% | 3.3% |
| 65Δ | 18.24 | 125.0% | 1.8% | |||
| 70Δ | 17.41 | 231.3% | 3.1% | |||
| 75Δ | 16.57 | 337.5% | 4.3% | |||
| 80Δ | 15.57 | 390.7% | 3.9% | |||
| Date | IV |
|---|---|
| 61.37% | |
| 83.29% |