Share price$26.48
1D-1.6%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:48:09.565Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:48:06.773651865Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.55 | 114.8% | 8.8% | 24.40 | 140.0% | 9.1% |
| 25Δ | 28.18 | 116.6% | 7.7% | 24.89 | 133.2% | 7.5% |
| 30Δ | 27.84 | 118.1% | 6.7% | 25.28 | 131.9% | 6.5% |
| 35Δ | 27.50 | 119.0% | 5.9% | 25.63 | 130.8% | 5.6% |
| 40Δ | 27.18 | 116.6% | 5.0% | 25.98 | 125.9% | 4.7% |
| 45Δ | 26.87 | 116.4% | 4.3% | 26.29 | 124.4% | 4.0% |
| 50Δ | 26.58 | 118.7% | 3.7% | 26.60 | 124.1% | 3.4% |
| 55Δ | 26.29 | 121.6% | 3.3% | 26.91 | 125.7% | 3.0% |
| 60Δ | 25.98 | 124.4% | 2.8% | 27.26 | 128.3% | 2.5% |
| 65Δ | 25.68 | 122.2% | 2.3% | 27.64 | 132.4% | 2.2% |
| 70Δ | 25.36 | 121.1% | 1.8% | 28.18 | 144.4% | 1.9% |
| 75Δ | 25.02 | 121.8% | 1.4% | 28.70 | 148.9% | 1.6% |
| 80Δ | 24.51 | 128.5% | 1.1% | 28.99 | 137.1% | 1.1% |
| Date | IV |
|---|---|
| 104.61% | |
| 109.38% |