Share price$24.54
1D-1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:18:42.205Z
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 · 2026-10-22T20:10:00.00114934Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.85 | 71.6% | 23.7% | 21.21 | 72.5% | 16.2% |
| 25Δ | 27.63 | 53.0% | 14.6% | 21.70 | 81.7% | 15.6% |
| 30Δ | 27.45 | 64.6% | 15.2% | 22.33 | 85.0% | 14.2% |
| 35Δ | 27.79 | 84.2% | 18.2% | 23.15 | 79.8% | 11.7% |
| 40Δ | 26.78 | 78.9% | 14.7% | 23.85 | 78.2% | 10.0% |
| 45Δ | 25.84 | 73.8% | 11.5% | 24.50 | 75.0% | 8.4% |
| 50Δ | 25.10 | 69.4% | 9.2% | 25.08 | 70.4% | 6.8% |
| 55Δ | 24.49 | 66.0% | 7.5% | 25.44 | 62.2% | 5.3% |
| 60Δ | 23.88 | 65.0% | 6.1% | 25.81 | 53.9% | 3.8% |
| 65Δ | 23.19 | 74.3% | 5.8% | 26.15 | 48.0% | 2.7% |
| 70Δ | 22.65 | 71.6% | 4.7% | 26.48 | 44.7% | 2.0% |
| 75Δ | 22.16 | 64.6% | 3.4% | 26.80 | 41.4% | 1.4% |
| 80Δ | 21.36 | 66.8% | 2.6% | 28.36 | 45.5% | 0.9% |
No recorded observations