Share price$22.35
1D+4.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:23:35.644Z
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 · 2026-10-22T20:24:08.170916363Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.48 | 82.2% | 29.8% | 19.36 | 66.6% | 15.5% |
| 25Δ | 27.20 | 79.0% | 24.7% | 20.33 | 56.0% | 11.6% |
| 30Δ | 25.93 | 75.8% | 19.7% | 20.80 | 54.5% | 10.2% |
| 35Δ | 24.82 | 73.2% | 15.5% | 21.26 | 53.0% | 8.8% |
| 40Δ | 24.18 | 72.1% | 13.5% | 21.73 | 51.5% | 7.4% |
| 45Δ | 23.54 | 71.0% | 11.5% | 22.20 | 50.0% | 6.0% |
| 50Δ | 22.90 | 69.9% | 9.5% | 22.73 | 51.0% | 4.9% |
| 55Δ | 22.40 | 67.2% | 7.9% | 23.38 | 56.5% | 4.5% |
| 60Δ | 22.11 | 61.8% | 7.1% | 24.03 | 62.1% | 4.1% |
| 65Δ | 21.83 | 56.3% | 6.2% | 24.69 | 67.6% | 3.7% |
| 70Δ | 21.55 | 50.9% | 5.3% | 26.86 | 95.3% | 4.0% |
| 75Δ | 21.27 | 45.5% | 4.4% | 28.74 | 105.6% | 3.5% |
| 80Δ | 20.99 | 40.0% | 3.5% | 32.77 | 131.0% | 3.0% |
No recorded observations