Share price$19.25
1D+1.2%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:52:15.763Z
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 · 2026-10-21T17:51:41.489697967Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.83 | 104.5% | 9.0% | 18.13 | 99.7% | 6.7% |
| 25Δ | 19.95 | 69.3% | 4.4% | 18.45 | 89.1% | 5.2% |
| 30Δ | 19.83 | 74.7% | 4.1% | 18.64 | 88.7% | 4.5% |
| 35Δ | 19.71 | 80.2% | 3.9% | 18.81 | 90.0% | 4.0% |
| 40Δ | 19.59 | 85.6% | 3.6% | 18.97 | 91.4% | 3.5% |
| 45Δ | 19.46 | 88.4% | 3.2% | 19.14 | 93.9% | 3.1% |
| 50Δ | 19.32 | 83.4% | 2.7% | 19.32 | 96.7% | 2.7% |
| 55Δ | 19.17 | 78.4% | 2.2% | 19.49 | 99.4% | 2.4% |
| 60Δ | 19.03 | 73.4% | 1.6% | 19.69 | 101.6% | 2.0% |
| 65Δ | 18.86 | 74.8% | 1.4% | 19.90 | 103.7% | 1.7% |
| 70Δ | 18.69 | 77.6% | 1.2% | 20.16 | 108.3% | 1.4% |
| 75Δ | 18.53 | 80.3% | 0.9% | 20.47 | 115.2% | 1.2% |
| 80Δ | 18.39 | 75.6% | 0.7% | 21.21 | 143.2% | 1.1% |
| Date | IV |
|---|---|
| 68.79% | |
| 72.82% |