Share price$21.44
1D-0.2%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T13:39:14.328Z
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 · 2026-10-22T13:38:38.812947452Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.91 | 56.0% | 17.8% | 19.07 | 55.7% | 13.0% |
| 25Δ | 23.76 | 46.6% | 12.6% | 19.75 | 49.2% | 10.1% |
| 30Δ | 23.03 | 41.1% | 9.5% | 20.26 | 44.5% | 8.0% |
| 35Δ | 22.62 | 38.4% | 7.9% | 20.67 | 40.9% | 6.5% |
| 40Δ | 22.23 | 35.9% | 6.4% | 21.06 | 38.0% | 5.1% |
| 45Δ | 21.89 | 34.1% | 5.2% | 21.34 | 37.8% | 4.4% |
| 50Δ | 21.64 | 33.3% | 4.5% | 21.63 | 37.5% | 3.7% |
| 55Δ | 21.38 | 32.5% | 3.8% | 21.91 | 37.3% | 3.1% |
| 60Δ | 21.12 | 31.7% | 3.1% | 22.24 | 37.8% | 2.6% |
| 65Δ | 20.87 | 31.0% | 2.5% | 22.59 | 38.5% | 2.1% |
| 70Δ | 20.62 | 30.4% | 2.1% | 22.94 | 39.3% | 1.7% |
| 75Δ | 20.37 | 29.8% | 1.7% | 23.53 | 42.6% | 1.3% |
| 80Δ | 20.12 | 29.2% | 1.3% | 24.40 | 48.7% | 1.1% |
No recorded observations