Share price$21.41
1D-0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:24:55.059Z
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 · 2026-10-22T20:22:46.888382294Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.81 | 62.9% | 26.7% | 18.87 | 56.4% | 13.6% |
| 25Δ | 25.31 | 53.6% | 19.9% | 20.02 | 40.1% | 8.3% |
| 30Δ | 23.80 | 44.3% | 13.2% | 20.35 | 40.2% | 7.5% |
| 35Δ | 22.46 | 36.3% | 7.2% | 20.67 | 40.3% | 6.7% |
| 40Δ | 22.16 | 36.7% | 6.6% | 20.99 | 40.5% | 6.0% |
| 45Δ | 21.86 | 37.0% | 5.9% | 21.31 | 40.6% | 5.2% |
| 50Δ | 21.56 | 37.3% | 5.3% | 21.63 | 40.7% | 4.5% |
| 55Δ | 21.26 | 37.6% | 4.6% | 21.95 | 40.8% | 3.7% |
| 60Δ | 20.96 | 37.9% | 4.0% | 22.27 | 40.9% | 2.9% |
| 65Δ | 20.66 | 38.3% | 3.3% | 22.89 | 42.9% | 2.3% |
| 70Δ | 20.36 | 38.6% | 2.7% | 24.20 | 49.3% | 1.9% |
| 75Δ | 20.06 | 38.9% | 2.1% | 25.51 | 55.8% | 1.5% |
| 80Δ | 19.28 | 45.2% | 1.7% | 26.82 | 62.2% | 1.2% |
No recorded observations