Share price$22.47
1D+4.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:07:12.756Z
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 · 2026-10-22T20:00:02.567932439Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.52 | 81.0% | 29.2% | 19.57 | 64.8% | 15.0% |
| 25Δ | 27.27 | 77.7% | 24.3% | 20.40 | 57.3% | 11.9% |
| 30Δ | 26.01 | 74.4% | 19.4% | 20.88 | 55.9% | 10.4% |
| 35Δ | 24.88 | 71.4% | 15.0% | 21.37 | 54.5% | 9.0% |
| 40Δ | 24.26 | 70.2% | 13.1% | 21.86 | 53.2% | 7.5% |
| 45Δ | 23.63 | 68.9% | 11.2% | 22.34 | 51.8% | 6.0% |
| 50Δ | 23.01 | 67.7% | 9.3% | 22.95 | 55.4% | 5.3% |
| 55Δ | 23.62 | 61.4% | 4.8% | |||
| 60Δ | 24.29 | 67.3% | 4.4% | |||
| 65Δ | 24.95 | 73.3% | 4.0% | |||
| 70Δ | 27.74 | 108.2% | 4.6% | |||
| 75Δ | 29.31 | 111.1% | 3.6% | |||
| 80Δ | 33.88 | 138.5% | 3.2% | |||
No recorded observations