Share price$24.31
1D+0.2%
Sold putSold call
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 2026-10-22T14:52:43.284Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17
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 · 2026-10-22T13:50:24.891777114Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | 24.89 | 25.4% | 10.8% | |||
| 60Δ | 24.26 | 24.3% | 9.1% | |||
| 65Δ | 23.68 | 23.2% | 7.7% | |||
| 70Δ | 23.13 | 22.2% | 6.4% | 30.36 | 35.9% | 1.3% |
| 75Δ | 22.19 | 22.6% | 4.6% | 33.96 | 44.4% | 0.7% |
| 80Δ | 21.14 | 23.4% | 2.5% | |||
No recorded observations