Share price$24.59
1D+0.4%
Sold putSold call
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Market dataready · fetched 2026-10-23T16:42:32.964Z
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 · 2026-10-23T16:24:40.960570348Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T16:42:30.274991+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.08 | 45.3% | 54.2% | |||
| 25Δ | 32.62 | 36.5% | 36.4% | 20.15 | 85.9% | 33.5% |
| 30Δ | 22.57 | 92.0% | 30.5% | |||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations