Share price$21.68
1D+7.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:08:20.147Z
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 · 2026-10-22T20:35:00.296752273Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.82 | 156.8% | 64.7% | 17.39 | 109.8% | 22.9% |
| 25Δ | 29.92 | 130.7% | 42.6% | 20.05 | 47.9% | 9.7% |
| 30Δ | 27.47 | 100.6% | 30.8% | 20.48 | 51.2% | 9.0% |
| 35Δ | 25.02 | 70.5% | 19.0% | 20.91 | 54.4% | 8.3% |
| 40Δ | 22.57 | 40.4% | 7.1% | 21.34 | 57.7% | 7.6% |
| 45Δ | 22.15 | 41.1% | 6.2% | 21.77 | 61.0% | 6.9% |
| 50Δ | 21.78 | 42.7% | 5.6% | 22.20 | 64.3% | 6.2% |
| 55Δ | 21.42 | 44.3% | 5.0% | 22.67 | 66.3% | 5.4% |
| 60Δ | 21.06 | 45.9% | 4.4% | 23.23 | 65.5% | 4.6% |
| 65Δ | 20.69 | 47.5% | 3.8% | 23.80 | 64.7% | 3.8% |
| 70Δ | 20.33 | 49.1% | 3.2% | 24.36 | 63.9% | 2.9% |
| 75Δ | 24.92 | 63.1% | 2.1% | |||
| 80Δ | ||||||
No recorded observations