Share price$21.96
1D+2.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:09:09.797Z
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 · 2026-10-22T20:00:00.246029983Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.35 | 73.4% | 26.7% | 18.71 | 75.2% | 17.5% |
| 25Δ | 25.96 | 70.0% | 20.9% | 19.49 | 73.4% | 14.7% |
| 30Δ | 24.82 | 67.7% | 16.4% | 20.20 | 72.2% | 12.4% |
| 35Δ | 24.22 | 67.8% | 14.5% | 20.77 | 72.0% | 11.0% |
| 40Δ | 23.63 | 67.9% | 12.7% | 21.34 | 71.8% | 9.6% |
| 45Δ | 23.03 | 68.1% | 10.8% | 21.91 | 71.6% | 8.2% |
| 50Δ | 22.44 | 68.3% | 9.1% | 22.48 | 71.5% | 6.8% |
| 55Δ | 21.88 | 69.3% | 8.0% | 23.07 | 70.7% | 5.9% |
| 60Δ | 21.32 | 70.2% | 6.9% | 23.66 | 69.9% | 4.9% |
| 65Δ | 20.76 | 71.1% | 5.8% | 24.26 | 69.2% | 4.0% |
| 70Δ | 20.20 | 72.1% | 4.7% | 24.85 | 68.4% | 3.0% |
| 75Δ | 19.51 | 72.8% | 3.7% | 28.44 | 95.0% | 2.8% |
| 80Δ | 18.77 | 73.5% | 2.9% | 33.07 | 131.1% | 2.8% |
No recorded observations