Share price$20.29
1D+4.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:54:49.661Z
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 · 2026-10-22T20:00:00.283268199Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.12 | 77.9% | 26.0% | 17.15 | 82.5% | 18.3% |
| 25Δ | 23.48 | 63.2% | 18.1% | 17.94 | 75.2% | 15.1% |
| 30Δ | 22.34 | 54.2% | 12.9% | 18.53 | 71.4% | 12.9% |
| 35Δ | 21.92 | 54.3% | 11.5% | 19.11 | 67.5% | 10.7% |
| 40Δ | 21.49 | 54.5% | 10.2% | 19.70 | 63.7% | 8.6% |
| 45Δ | 21.07 | 54.6% | 8.9% | 20.26 | 62.7% | 7.1% |
| 50Δ | 20.64 | 54.7% | 7.6% | 20.80 | 64.6% | 6.3% |
| 55Δ | 20.22 | 54.9% | 6.3% | 21.35 | 66.6% | 5.5% |
| 60Δ | 19.77 | 55.1% | 5.2% | 21.89 | 68.5% | 4.7% |
| 65Δ | 19.31 | 55.5% | 4.5% | 22.43 | 70.5% | 3.9% |
| 70Δ | 18.85 | 55.8% | 3.8% | 25.29 | 89.1% | 3.4% |
| 75Δ | 18.39 | 56.2% | 3.1% | 28.51 | 110.4% | 3.0% |
| 80Δ | 17.93 | 56.6% | 2.3% | 31.73 | 131.6% | 2.6% |
No recorded observations