Share price$19.22
1D+0.8%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market dataready · fetched 2026-10-21T17:01:21.936Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:20.101116849Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.04 | 64.8% | 4.8% | 18.11 | 98.6% | 6.6% |
| 25Δ | 19.90 | 69.1% | 4.4% | 18.42 | 88.1% | 5.1% |
| 30Δ | 19.79 | 75.6% | 4.2% | 18.62 | 85.2% | 4.3% |
| 35Δ | 19.68 | 82.1% | 3.9% | 18.79 | 84.9% | 3.8% |
| 40Δ | 19.57 | 88.6% | 3.7% | 18.95 | 84.6% | 3.2% |
| 45Δ | 19.44 | 91.0% | 3.3% | 19.12 | 89.5% | 2.9% |
| 50Δ | 19.28 | 87.4% | 2.8% | 19.30 | 96.5% | 2.7% |
| 55Δ | 19.12 | 83.7% | 2.3% | 19.47 | 103.6% | 2.5% |
| 60Δ | 18.97 | 80.3% | 1.8% | 19.69 | 108.6% | 2.2% |
| 65Δ | 18.84 | 77.4% | 1.5% | 19.93 | 113.2% | 1.9% |
| 70Δ | 18.70 | 74.4% | 1.2% | 20.23 | 120.0% | 1.6% |
| 75Δ | 18.57 | 71.5% | 0.9% | 20.66 | 134.2% | 1.4% |
| 80Δ | 21.98 | 192.1% | 1.5% | |||
| Date | IV |
|---|---|
| 68.79% | |
| 72.82% |