Share price$21.33
1D+1.2%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T14:10:02.191Z
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 · 2026-10-22T13:42:58.638468422Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.08 | 60.2% | 19.3% | 19.10 | 52.1% | 12.2% |
| 25Δ | 23.55 | 44.8% | 12.2% | 19.98 | 39.4% | 8.1% |
| 30Δ | 22.73 | 35.2% | 8.3% | 20.33 | 36.3% | 6.7% |
| 35Δ | 22.18 | 28.1% | 5.8% | 20.67 | 33.5% | 5.4% |
| 40Δ | 21.88 | 25.1% | 4.5% | 21.01 | 30.8% | 4.1% |
| 45Δ | 21.69 | 24.3% | 4.0% | 21.24 | 30.6% | 3.6% |
| 50Δ | 21.50 | 23.4% | 3.4% | 21.48 | 30.5% | 3.1% |
| 55Δ | 21.32 | 22.6% | 2.8% | 21.71 | 30.4% | 2.5% |
| 60Δ | 21.13 | 21.7% | 2.2% | 21.95 | 30.3% | 2.0% |
| 65Δ | 20.95 | 20.9% | 1.8% | 22.70 | 38.2% | 1.9% |
| 70Δ | 20.78 | 20.2% | 1.5% | 23.60 | 48.6% | 1.8% |
| 75Δ | 20.61 | 19.4% | 1.3% | 24.51 | 59.0% | 1.8% |
| 80Δ | 20.44 | 18.6% | 1.1% | 24.48 | 51.4% | 1.1% |
No recorded observations