Share price$24.72
1D-6.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:37:18.721Z
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 · 2026-10-23T00:00:04.947070835Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.45 | 65.3% | 21.0% | 21.26 | 74.0% | 16.5% |
| 25Δ | 27.78 | 53.3% | 14.4% | 22.21 | 67.3% | 13.2% |
| 30Δ | 26.74 | 44.8% | 10.4% | 22.95 | 62.7% | 10.8% |
| 35Δ | 25.94 | 36.2% | 7.2% | 23.51 | 64.6% | 9.7% |
| 40Δ | 25.58 | 34.0% | 6.0% | 24.07 | 67.0% | 8.7% |
| 45Δ | 25.22 | 31.7% | 4.9% | 24.68 | 70.1% | 7.8% |
| 50Δ | 24.92 | 29.6% | 3.9% | 25.38 | 74.5% | 7.1% |
| 55Δ | 24.71 | 27.6% | 3.4% | 26.20 | 80.6% | 6.4% |
| 60Δ | 24.51 | 25.6% | 2.8% | 27.26 | 87.9% | 5.8% |
| 65Δ | 24.30 | 23.6% | 2.2% | 28.59 | 95.7% | 5.1% |
| 70Δ | 24.09 | 21.6% | 1.6% | 32.13 | 122.7% | 4.9% |
| 75Δ | 23.89 | 19.9% | 1.2% | |||
| 80Δ | 23.69 | 18.5% | 1.0% | |||
No recorded observations