Share price$20.67
1D-0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:44:25.233Z
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 · 2026-10-22T20:10:00.001823337Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.24 | 83.5% | 29.2% | 15.95 | 142.5% | 28.2% |
| 25Δ | 24.00 | 64.3% | 18.5% | 17.58 | 112.7% | 20.5% |
| 30Δ | 22.62 | 51.0% | 12.0% | 18.48 | 93.8% | 16.0% |
| 35Δ | 22.13 | 52.2% | 10.6% | 19.38 | 74.9% | 11.5% |
| 40Δ | 21.73 | 54.9% | 9.7% | 20.12 | 61.3% | 8.1% |
| 45Δ | 21.32 | 57.5% | 8.8% | 20.52 | 59.3% | 7.1% |
| 50Δ | 20.92 | 60.1% | 7.9% | 20.92 | 57.3% | 6.1% |
| 55Δ | 20.51 | 62.7% | 7.1% | 21.32 | 55.3% | 5.1% |
| 60Δ | 20.10 | 65.4% | 6.2% | 21.72 | 53.3% | 4.1% |
| 65Δ | 19.65 | 64.5% | 5.3% | 22.12 | 51.3% | 3.1% |
| 70Δ | 19.19 | 62.4% | 4.4% | 22.53 | 49.3% | 2.1% |
| 75Δ | 18.72 | 60.2% | 3.5% | 23.10 | 48.5% | 1.7% |
| 80Δ | 18.25 | 58.1% | 2.7% | 23.67 | 47.8% | 1.2% |
No recorded observations