Share price$22.38
1D+4.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:31:52.795Z
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 · 2026-10-22T18:31:45.378630059Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.76 | 64.8% | 21.4% | 19.10 | 74.3% | 17.2% |
| 25Δ | 25.35 | 55.9% | 15.4% | 20.08 | 67.0% | 13.3% |
| 30Δ | 24.66 | 56.1% | 13.2% | 20.60 | 61.6% | 11.4% |
| 35Δ | 24.20 | 59.4% | 12.2% | 21.12 | 56.2% | 9.5% |
| 40Δ | 23.74 | 62.7% | 11.2% | 21.63 | 50.8% | 7.5% |
| 45Δ | 23.28 | 65.9% | 10.2% | 22.15 | 45.4% | 5.6% |
| 50Δ | 22.83 | 69.2% | 9.2% | 22.83 | 48.8% | 4.5% |
| 55Δ | 22.33 | 71.6% | 8.1% | 23.87 | 71.1% | 5.3% |
| 60Δ | 21.75 | 71.7% | 7.0% | 24.90 | 93.3% | 6.1% |
| 65Δ | 21.16 | 71.8% | 5.9% | 25.71 | 92.7% | 5.2% |
| 70Δ | 20.57 | 71.9% | 4.8% | 26.49 | 89.6% | 4.0% |
| 75Δ | 19.96 | 72.4% | 3.6% | 27.28 | 86.5% | 2.9% |
| 80Δ | 18.09 | 90.4% | 3.0% | 28.76 | 83.9% | 2.1% |
No recorded observations