Share price$24.27
1D+0.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:51:02.654Z
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 · 2026-10-22T15:41:42.823931584Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | 24.81 | 34.0% | 5.3% | 24.14 | 33.4% | 3.9% |
| 50Δ | 24.53 | 31.5% | 4.4% | 24.38 | 31.2% | 3.2% |
| 55Δ | 24.24 | 29.1% | 3.5% | 24.63 | 29.0% | 2.5% |
| 60Δ | 24.87 | 26.8% | 1.8% | |||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations