Share price$22.15
1D-1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:06:18.573Z
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 · 2026-10-22T23:00:00.002988771Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.64 | 68.3% | 22.2% | 19.13 | 71.5% | 16.1% |
| 25Δ | 25.59 | 65.1% | 18.1% | 19.87 | 68.0% | 13.4% |
| 30Δ | 24.99 | 67.3% | 16.1% | 20.44 | 69.5% | 11.9% |
| 35Δ | 24.33 | 66.8% | 13.9% | 20.98 | 71.9% | 10.7% |
| 40Δ | 23.72 | 66.5% | 11.9% | 21.53 | 67.7% | 8.9% |
| 45Δ | 23.16 | 66.6% | 10.3% | 22.08 | 63.8% | 7.2% |
| 50Δ | 22.62 | 68.7% | 9.1% | 22.57 | 63.1% | 6.1% |
| 55Δ | 22.10 | 71.7% | 8.1% | 23.07 | 62.3% | 5.1% |
| 60Δ | 21.53 | 73.9% | 7.0% | 23.56 | 61.1% | 4.2% |
| 65Δ | 20.93 | 75.8% | 6.0% | 24.20 | 62.4% | 3.4% |
| 70Δ | 20.29 | 77.2% | 5.0% | 26.09 | 84.3% | 3.5% |
| 75Δ | 19.76 | 74.0% | 3.9% | 25.03 | 56.1% | 1.8% |
| 80Δ | 19.32 | 67.2% | 2.7% | 25.75 | 56.5% | 1.3% |
No recorded observations