Share price$22.40
1D+3.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:10:14.251Z
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 · 2026-10-22T21:51:30.305284736Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.18 | 53.3% | 18.4% | 20.02 | 53.4% | 12.4% |
| 25Δ | 24.83 | 45.8% | 12.6% | 20.45 | 49.7% | 10.8% |
| 30Δ | 24.38 | 42.4% | 10.9% | 20.88 | 46.0% | 9.2% |
| 35Δ | 23.93 | 39.1% | 9.1% | 21.31 | 42.3% | 7.6% |
| 40Δ | 23.48 | 35.7% | 7.4% | 21.74 | 38.6% | 6.0% |
| 45Δ | 23.03 | 32.4% | 5.6% | 22.17 | 34.9% | 4.4% |
| 50Δ | 22.58 | 29.0% | 3.9% | 22.66 | 34.3% | 3.2% |
| 55Δ | 22.21 | 29.7% | 3.3% | 23.29 | 43.0% | 3.2% |
| 60Δ | 21.86 | 31.4% | 2.9% | 23.93 | 51.7% | 3.2% |
| 65Δ | 21.50 | 33.1% | 2.6% | 24.57 | 60.4% | 3.1% |
| 70Δ | 21.15 | 34.7% | 2.2% | 25.61 | 70.1% | 3.0% |
| 75Δ | 20.79 | 36.4% | 1.9% | 27.47 | 82.0% | 2.6% |
| 80Δ | 20.44 | 38.1% | 1.5% | 29.34 | 93.9% | 2.2% |
No recorded observations