Share price$24.33
1D+2.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:51:56.308Z
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 · 2026-10-22T20:00:00.181711637Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.64 | 62.6% | 19.7% | 21.20 | 66.7% | 15.1% |
| 25Δ | 27.75 | 59.1% | 16.3% | 22.28 | 53.4% | 10.8% |
| 30Δ | 26.44 | 46.0% | 10.9% | 23.05 | 43.7% | 7.7% |
| 35Δ | 25.61 | 36.9% | 7.5% | 23.49 | 38.7% | 6.1% |
| 40Δ | 25.03 | 29.7% | 5.2% | 23.93 | 33.8% | 4.5% |
| 45Δ | 24.79 | 27.5% | 4.4% | 24.22 | 32.0% | 3.7% |
| 50Δ | 24.56 | 25.6% | 3.7% | 24.47 | 30.9% | 3.1% |
| 55Δ | 24.34 | 23.8% | 3.0% | 24.73 | 29.8% | 2.5% |
| 60Δ | 24.12 | 22.0% | 2.3% | 24.99 | 28.7% | 1.9% |
| 65Δ | 25.24 | 27.9% | 1.5% | |||
| 70Δ | 25.49 | 27.1% | 1.2% | |||
| 75Δ | 25.74 | 26.2% | 0.8% | |||
| 80Δ | 25.99 | 25.4% | 0.4% | |||
No recorded observations