Share price$22.09
1D-6.2%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:48:02.332Z
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 · 2026-10-21T17:47:19.960980329Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:01.464153+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.47 | 141.2% | 11.9% | 20.50 | 120.4% | 8.2% |
| 25Δ | 23.86 | 127.1% | 9.3% | 21.04 | 101.8% | 5.9% |
| 30Δ | 23.24 | 113.0% | 6.8% | 21.27 | 93.7% | 5.0% |
| 35Δ | 22.86 | 102.3% | 5.2% | 21.50 | 85.6% | 4.1% |
| 40Δ | 22.64 | 93.8% | 4.3% | 21.73 | 77.5% | 3.2% |
| 45Δ | 22.41 | 85.3% | 3.5% | 21.96 | 69.4% | 2.3% |
| 50Δ | 22.19 | 76.8% | 2.6% | 22.14 | 68.9% | 2.0% |
| 55Δ | 21.95 | 72.2% | 1.9% | 22.30 | 69.9% | 1.7% |
| 60Δ | 21.68 | 87.0% | 1.8% | 22.47 | 70.8% | 1.5% |
| 65Δ | 21.41 | 101.8% | 1.7% | 22.63 | 71.8% | 1.3% |
| 70Δ | 21.13 | 116.7% | 1.7% | 22.80 | 72.7% | 1.0% |
| 75Δ | 20.69 | 137.4% | 1.6% | 22.96 | 73.7% | 0.8% |
| 80Δ | 20.08 | 163.8% | 1.4% | 23.19 | 71.7% | 0.6% |
| Date | IV |
|---|---|
| 82.07% | |
| 79.38% |