Share price$23.08
1D+2.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:44:58.484Z
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 · 2026-10-22T23:00:00.001725693Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 32.98 | 112.2% | 45.7% | 20.29 | 60.9% | 14.3% |
| 25Δ | 30.60 | 97.7% | 35.8% | 20.84 | 61.1% | 12.7% |
| 30Δ | 28.22 | 83.3% | 25.9% | 21.39 | 61.3% | 11.2% |
| 35Δ | 25.84 | 68.8% | 15.9% | 21.94 | 61.6% | 9.6% |
| 40Δ | 24.66 | 62.8% | 11.4% | 22.49 | 61.8% | 8.1% |
| 45Δ | 24.12 | 61.3% | 9.9% | 23.02 | 61.8% | 7.1% |
| 50Δ | 23.59 | 59.8% | 8.4% | 23.55 | 61.9% | 6.2% |
| 55Δ | 23.05 | 58.3% | 6.9% | 24.07 | 61.9% | 5.2% |
| 60Δ | 22.52 | 56.9% | 5.3% | 24.60 | 61.9% | 4.3% |
| 65Δ | 21.92 | 59.2% | 4.6% | 25.39 | 64.5% | 3.5% |
| 70Δ | 21.31 | 61.7% | 3.9% | 26.95 | 75.0% | 3.1% |
| 75Δ | 20.70 | 64.2% | 3.3% | 28.52 | 85.4% | 2.7% |
| 80Δ | 20.09 | 66.6% | 2.6% | 30.21 | 96.0% | 2.3% |
No recorded observations