Share price$23.24
1D-4.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T11:46:17.984Z
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 · 2026-10-22T00:00:00.113650859Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.68 | 37.3% | 11.6% | 21.40 | 37.7% | 9.1% |
| 25Δ | 24.85 | 30.4% | 8.1% | 22.07 | 30.4% | 6.4% |
| 30Δ | 24.38 | 26.0% | 6.2% | 22.37 | 28.0% | 5.3% |
| 35Δ | 23.97 | 22.3% | 4.5% | 22.67 | 25.5% | 4.2% |
| 40Δ | 23.79 | 21.1% | 4.0% | 22.98 | 23.1% | 3.1% |
| 45Δ | 23.62 | 19.8% | 3.4% | 23.14 | 21.9% | 2.6% |
| 50Δ | 23.45 | 18.6% | 2.9% | 23.29 | 20.9% | 2.2% |
| 55Δ | 23.28 | 17.4% | 2.3% | 23.44 | 19.8% | 1.8% |
| 60Δ | 23.11 | 16.1% | 1.8% | 23.60 | 18.8% | 1.4% |
| 65Δ | 22.86 | 16.3% | 1.4% | 23.75 | 17.7% | 1.0% |
| 70Δ | 22.50 | 18.9% | 1.2% | 23.90 | 16.7% | 0.7% |
| 75Δ | 22.13 | 21.6% | 1.1% | 24.11 | 16.4% | 0.3% |
| 80Δ | 21.76 | 24.2% | 1.0% | 24.44 | 17.7% | 0.2% |
No recorded observations