Share price$22.73
1D+1.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T23:45:47.780Z
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 · 2026-10-22T20:00:00.17094063Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:45:47.331458+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.01 | 99.4% | 34.8% | 19.37 | 79.1% | 17.5% |
| 25Δ | 26.74 | 72.5% | 20.4% | 20.56 | 62.0% | 12.4% |
| 30Δ | 25.08 | 55.8% | 13.1% | 21.33 | 51.0% | 9.1% |
| 35Δ | 24.16 | 44.7% | 9.0% | 21.94 | 42.1% | 6.5% |
| 40Δ | 23.66 | 38.7% | 6.9% | 22.27 | 38.0% | 5.2% |
| 45Δ | 23.25 | 33.8% | 5.3% | 22.56 | 34.5% | 4.1% |
| 50Δ | 22.92 | 30.2% | 4.0% | 22.86 | 31.0% | 3.1% |
| 55Δ | 22.71 | 28.7% | 3.5% | 23.09 | 28.5% | 2.3% |
| 60Δ | 22.50 | 27.1% | 2.9% | 23.27 | 26.9% | 1.9% |
| 65Δ | 22.29 | 25.5% | 2.3% | 23.44 | 25.3% | 1.5% |
| 70Δ | 22.09 | 24.0% | 1.8% | 23.62 | 23.6% | 1.1% |
| 75Δ | 21.74 | 24.0% | 1.3% | 23.79 | 22.0% | 0.7% |
| 80Δ | 21.30 | 25.3% | 1.0% | 23.97 | 20.4% | 0.3% |
No recorded observations