Share price$21.17
1D+0.5%
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Market dataready · fetched 2026-10-23T16:42:25.634Z
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 · 2026-10-23T15:50:46.564372408Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T16:42:23.604746+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.96 | 53.2% | 12.2% | |||
| 25Δ | 23.34 | 42.9% | 11.8% | 19.43 | 46.9% | 10.1% |
| 30Δ | 22.05 | 23.6% | 5.4% | 19.88 | 41.0% | 8.1% |
| 35Δ | 21.83 | 23.0% | 4.6% | 20.33 | 35.1% | 6.1% |
| 40Δ | 21.65 | 23.2% | 4.1% | 20.78 | 29.2% | 4.2% |
| 45Δ | 21.47 | 23.3% | 3.7% | 21.11 | 26.4% | 3.0% |
| 50Δ | 21.29 | 23.4% | 3.2% | 21.32 | 26.9% | 2.6% |
| 55Δ | 21.11 | 23.6% | 2.7% | 21.53 | 27.4% | 2.2% |
| 60Δ | 20.87 | 25.4% | 2.3% | 21.75 | 27.8% | 1.8% |
| 65Δ | 20.55 | 29.8% | 2.2% | 21.96 | 28.3% | 1.5% |
| 70Δ | 20.23 | 34.2% | 2.1% | 22.42 | 32.8% | 1.3% |
| 75Δ | 19.88 | 37.1% | 1.9% | 22.95 | 38.3% | 1.2% |
| 80Δ | 19.44 | 36.2% | 1.5% | 23.68 | 43.1% | 0.9% |
No recorded observations