Share price$25.58
1D+1.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:20:14.581Z
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 · 2026-10-22T23:00:00.001615092Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.87 | 208.0% | 100.0% | 21.35 | 92.1% | 20.2% |
| 25Δ | 39.17 | 153.0% | 57.9% | 22.15 | 97.9% | 18.3% |
| 30Δ | 37.50 | 137.6% | 51.3% | 23.13 | 84.8% | 14.5% |
| 35Δ | 35.84 | 122.2% | 44.7% | 24.24 | 57.6% | 9.1% |
| 40Δ | 34.18 | 106.7% | 38.1% | 25.20 | 39.8% | 5.3% |
| 45Δ | 32.52 | 91.3% | 31.5% | 25.84 | 43.3% | 4.8% |
| 50Δ | 30.85 | 75.9% | 24.9% | 26.49 | 46.8% | 4.3% |
| 55Δ | 29.19 | 60.5% | 18.3% | 27.13 | 50.3% | 3.9% |
| 60Δ | 27.53 | 45.1% | 11.7% | 27.78 | 53.8% | 3.4% |
| 65Δ | 25.86 | 29.7% | 5.1% | 28.42 | 57.3% | 3.0% |
| 70Δ | 29.06 | 60.8% | 2.5% | |||
| 75Δ | 29.71 | 64.3% | 2.1% | |||
| 80Δ | 31.85 | 76.8% | 1.7% | |||
No recorded observations