Share price$21.31
1D+1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:22:34.298Z
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 · 2026-10-22T20:00:00.23344583Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.06 | 60.6% | 19.3% | 19.08 | 52.4% | 12.2% |
| 25Δ | 23.53 | 45.1% | 12.2% | 19.95 | 39.7% | 8.1% |
| 30Δ | 22.71 | 35.4% | 8.3% | 20.32 | 36.3% | 6.7% |
| 35Δ | 22.16 | 28.2% | 5.7% | 20.65 | 33.4% | 5.4% |
| 40Δ | 21.86 | 25.5% | 4.6% | 20.99 | 30.5% | 4.1% |
| 45Δ | 21.67 | 24.7% | 4.0% | 21.22 | 30.3% | 3.5% |
| 50Δ | 21.48 | 23.8% | 3.4% | 21.45 | 30.1% | 3.0% |
| 55Δ | 21.29 | 23.0% | 2.8% | 21.68 | 29.9% | 2.5% |
| 60Δ | 21.10 | 22.2% | 2.2% | 21.91 | 29.8% | 2.0% |
| 65Δ | 20.76 | 27.1% | 2.1% | 22.58 | 36.3% | 1.8% |
| 70Δ | 20.25 | 38.4% | 2.4% | 23.49 | 46.6% | 1.7% |
| 75Δ | 19.41 | 47.6% | 2.3% | 24.40 | 57.0% | 1.7% |
| 80Δ | 18.21 | 54.9% | 1.9% | 23.92 | 44.1% | 1.0% |
No recorded observations