Share price$21.91
1D-3.1%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T23:26:58.405Z
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 · 2026-10-22T22:30:04.53668146Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.78 | 108.4% | 38.9% | 18.35 | 89.3% | 19.4% |
| 25Δ | 26.76 | 87.2% | 25.4% | 19.46 | 75.6% | 14.7% |
| 30Δ | 25.14 | 75.3% | 18.4% | 20.26 | 66.5% | 11.5% |
| 35Δ | 24.05 | 66.3% | 13.7% | 20.90 | 59.0% | 8.9% |
| 40Δ | 23.34 | 61.1% | 11.0% | 21.33 | 49.0% | 6.7% |
| 45Δ | 22.76 | 58.1% | 8.9% | 21.71 | 38.7% | 4.7% |
| 50Δ | 22.28 | 56.9% | 7.5% | 22.09 | 32.1% | 3.1% |
| 55Δ | 21.81 | 57.4% | 6.4% | 22.45 | 36.1% | 2.9% |
| 60Δ | 21.34 | 59.9% | 5.6% | 22.81 | 40.1% | 2.7% |
| 65Δ | 20.86 | 62.0% | 4.9% | 23.20 | 42.4% | 2.3% |
| 70Δ | 20.33 | 62.8% | 4.0% | 23.62 | 42.9% | 1.8% |
| 75Δ | 19.70 | 66.0% | 3.3% | 24.03 | 43.0% | 1.4% |
| 80Δ | 18.85 | 73.4% | 2.8% | 24.34 | 40.0% | 0.9% |
No recorded observations