Share price$20.37
1D-3.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:51:19.954Z
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 · 2026-10-22T20:37:34.631736357Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.13 | 161.2% | 67.1% | 15.71 | 143.3% | 28.3% |
| 25Δ | 30.05 | 153.7% | 52.8% | 17.31 | 113.9% | 20.6% |
| 30Δ | 22.46 | 55.8% | 13.1% | 18.27 | 88.0% | 15.2% |
| 35Δ | 22.03 | 58.0% | 12.0% | 19.14 | 62.5% | 10.1% |
| 40Δ | 21.59 | 60.3% | 10.9% | |||
| 45Δ | 21.15 | 62.5% | 9.8% | |||
| 50Δ | 20.72 | 64.8% | 8.7% | |||
| 55Δ | 20.28 | 67.0% | 7.6% | |||
| 60Δ | 19.74 | 72.1% | 6.7% | |||
| 65Δ | 19.00 | 82.4% | 6.3% | |||
| 70Δ | 18.26 | 92.7% | 5.8% | |||
| 75Δ | 17.52 | 103.0% | 5.3% | |||
| 80Δ | 16.14 | 120.9% | 4.6% | |||
No recorded observations