Share price$26.26
1D+3.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:25:59.714Z
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 · 2026-10-22T20:10:00.001414444Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 43.16 | 162.3% | 68.5% | 20.31 | 143.6% | 28.2% |
| 25Δ | 36.67 | 125.6% | 43.9% | 21.95 | 129.8% | 23.0% |
| 30Δ | 31.77 | 91.3% | 25.1% | 23.30 | 116.0% | 18.6% |
| 35Δ | 29.51 | 78.0% | 17.1% | 24.49 | 102.4% | 14.7% |
| 40Δ | 28.74 | 76.4% | 15.1% | 25.56 | 96.9% | 12.2% |
| 45Δ | 27.97 | 74.9% | 13.2% | 26.55 | 97.6% | 10.8% |
| 50Δ | 27.20 | 73.4% | 11.2% | 27.53 | 98.3% | 9.4% |
| 55Δ | 26.43 | 71.9% | 9.2% | 28.52 | 99.0% | 8.0% |
| 60Δ | 25.66 | 70.4% | 7.3% | 29.50 | 99.7% | 6.6% |
| 65Δ | 24.90 | 69.1% | 5.4% | 30.94 | 103.3% | 5.5% |
| 70Δ | 24.17 | 69.3% | 4.5% | 32.84 | 109.8% | 4.6% |
| 75Δ | 23.45 | 69.5% | 3.6% | 34.74 | 116.3% | 3.8% |
| 80Δ | 22.73 | 69.7% | 2.7% | 38.65 | 130.6% | 3.0% |
No recorded observations