Share price$22.03
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:53:00.521Z
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 · 2026-10-22T20:10:00.003173111Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.99 | 98.1% | 34.3% | 18.81 | 78.0% | 17.3% |
| 25Δ | 25.86 | 71.5% | 20.1% | 20.02 | 59.5% | 11.8% |
| 30Δ | 24.49 | 56.8% | 13.9% | 20.75 | 47.9% | 8.5% |
| 35Δ | 23.56 | 45.5% | 9.7% | 21.23 | 40.6% | 6.4% |
| 40Δ | 22.87 | 37.1% | 6.6% | 21.58 | 35.5% | 5.0% |
| 45Δ | 22.57 | 32.9% | 5.3% | 21.93 | 30.5% | 3.5% |
| 50Δ | 22.26 | 28.6% | 4.0% | 22.16 | 28.6% | 2.8% |
| 55Δ | 21.98 | 24.8% | 2.9% | 22.36 | 27.5% | 2.3% |
| 60Δ | 21.84 | 23.4% | 2.5% | 22.56 | 26.4% | 1.9% |
| 65Δ | 21.70 | 21.9% | 2.2% | 22.76 | 25.3% | 1.4% |
| 70Δ | 21.56 | 20.4% | 1.9% | 22.96 | 24.2% | 0.9% |
| 75Δ | 21.41 | 19.0% | 1.5% | 23.29 | 25.0% | 0.7% |
| 80Δ | 21.27 | 17.5% | 1.2% | 23.65 | 26.2% | 0.4% |
No recorded observations