Share price$21.54
1D+0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T11:11:38.195Z
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 · 2026-10-22T00:00:04.981429397Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.98 | 55.3% | 17.6% | 19.06 | 58.2% | 13.5% |
| 25Δ | 23.82 | 45.7% | 12.4% | 19.82 | 50.0% | 10.2% |
| 30Δ | 23.12 | 40.3% | 9.4% | 20.32 | 45.7% | 8.3% |
| 35Δ | 22.69 | 36.9% | 7.6% | 20.75 | 42.6% | 6.7% |
| 40Δ | 22.31 | 33.9% | 6.1% | 21.12 | 40.5% | 5.4% |
| 45Δ | 21.94 | 33.0% | 4.9% | 21.43 | 39.8% | 4.7% |
| 50Δ | 21.63 | 40.4% | 5.0% | 21.73 | 39.1% | 3.9% |
| 55Δ | 21.32 | 47.8% | 5.1% | 22.04 | 38.6% | 3.1% |
| 60Δ | 21.02 | 55.2% | 5.1% | 22.38 | 39.2% | 2.7% |
| 65Δ | 20.81 | 50.2% | 4.4% | 22.73 | 39.8% | 2.2% |
| 70Δ | 20.62 | 44.5% | 3.5% | 23.12 | 40.8% | 1.7% |
| 75Δ | 20.42 | 38.8% | 2.7% | 23.65 | 42.9% | 1.4% |
| 80Δ | 20.22 | 33.1% | 1.8% | |||
No recorded observations