Share price$19.10
1D-0.7%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:52:49.885Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:52:47.504937221Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:53.735521+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.76 | 271.7% | 22.0% | 14.09 | 566.0% | 30.9% |
| 25Δ | 24.85 | 430.9% | 34.7% | 15.39 | 422.7% | 23.0% |
| 30Δ | 24.36 | 459.6% | 33.1% | 16.70 | 279.4% | 15.0% |
| 35Δ | 22.96 | 377.8% | 25.2% | 18.01 | 136.1% | 7.1% |
| 40Δ | 22.18 | 309.3% | 20.4% | 19.04 | 38.8% | 1.3% |
| 45Δ | 21.40 | 240.9% | 15.6% | 19.21 | 88.9% | 2.4% |
| 50Δ | 20.63 | 172.4% | 10.7% | 19.38 | 138.9% | 3.5% |
| 55Δ | 19.85 | 104.0% | 5.9% | 19.58 | 171.8% | 4.1% |
| 60Δ | 19.07 | 35.5% | 1.1% | 19.85 | 162.7% | 3.3% |
| 65Δ | 18.25 | 122.9% | 1.7% | 20.57 | 214.1% | 3.4% |
| 70Δ | 17.43 | 226.8% | 2.9% | |||
| 75Δ | 16.60 | 330.7% | 4.2% | |||
| 80Δ | 15.57 | 390.9% | 3.8% | |||
| Date | IV |
|---|---|
| 61.37% | |
| 83.29% |