Share price$19.23
1D-0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:08:18.812Z
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 · 2026-10-22T20:00:02.304862773Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.26 | 69.0% | 22.9% | 16.36 | 74.6% | 17.4% |
| 25Δ | 22.08 | 60.2% | 17.2% | 17.39 | 61.9% | 12.4% |
| 30Δ | 21.51 | 57.9% | 14.7% | 17.88 | 60.3% | 10.8% |
| 35Δ | 20.93 | 55.7% | 12.3% | 18.29 | 60.0% | 9.6% |
| 40Δ | 20.36 | 53.4% | 9.8% | 18.71 | 59.7% | 8.4% |
| 45Δ | 19.85 | 52.4% | 8.0% | 19.13 | 59.4% | 7.2% |
| 50Δ | 19.46 | 53.4% | 7.1% | 19.55 | 59.0% | 6.0% |
| 55Δ | 19.07 | 54.4% | 6.3% | 19.97 | 58.7% | 4.8% |
| 60Δ | 18.68 | 55.4% | 5.5% | 20.45 | 58.4% | 4.1% |
| 65Δ | 18.28 | 56.4% | 4.6% | 20.94 | 58.0% | 3.4% |
| 70Δ | 17.89 | 57.5% | 3.8% | 21.43 | 57.7% | 2.7% |
| 75Δ | 17.49 | 58.6% | 3.0% | 21.91 | 57.4% | 2.0% |
| 80Δ | 16.34 | 75.5% | 2.7% | 22.40 | 57.0% | 1.3% |
No recorded observations