Share price$23.97
1D+3.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:31:31.050Z
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 · 2026-10-22T23:00:00.002734548Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.32 | 52.4% | 19.6% | 19.43 | 108.8% | 23.0% |
| 25Δ | 27.38 | 48.3% | 16.0% | 20.55 | 102.6% | 19.2% |
| 30Δ | 26.45 | 44.1% | 12.4% | 21.60 | 91.7% | 15.4% |
| 35Δ | 25.51 | 39.9% | 8.9% | 22.59 | 81.9% | 11.9% |
| 40Δ | 24.84 | 37.9% | 6.6% | 23.20 | 77.8% | 10.3% |
| 45Δ | 24.48 | 38.6% | 6.0% | 23.81 | 73.7% | 8.6% |
| 50Δ | 24.13 | 39.4% | 5.3% | 24.43 | 69.7% | 7.0% |
| 55Δ | 23.77 | 40.1% | 4.7% | 25.08 | 66.3% | 5.4% |
| 60Δ | 23.42 | 40.9% | 4.1% | 26.23 | 72.4% | 4.8% |
| 65Δ | 23.06 | 41.6% | 3.4% | 27.38 | 78.5% | 4.2% |
| 70Δ | 22.71 | 42.3% | 2.8% | 28.53 | 84.6% | 3.6% |
| 75Δ | 29.68 | 90.7% | 3.0% | |||
| 80Δ | 33.08 | 110.3% | 2.5% | |||
No recorded observations