Share price$21.27
1D-2.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:50:26.896Z
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 · 2026-10-22T20:00:00.116124377Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.66 | 134.1% | 26.8% | |||
| 25Δ | 17.73 | 136.0% | 23.7% | |||
| 30Δ | 26.97 | 119.9% | 32.3% | 18.79 | 134.3% | 20.6% |
| 35Δ | 26.01 | 125.0% | 29.2% | 19.81 | 130.7% | 17.7% |
| 40Δ | 24.68 | 121.7% | 24.2% | 20.80 | 129.9% | 15.4% |
| 45Δ | 23.73 | 124.7% | 21.4% | 21.78 | 128.9% | 13.3% |
| 50Δ | 22.61 | 120.5% | 17.4% | 22.81 | 129.5% | 11.5% |
| 55Δ | 21.65 | 119.8% | 14.6% | 23.86 | 128.9% | 9.7% |
| 60Δ | 20.75 | 121.1% | 12.4% | 24.97 | 128.4% | 8.1% |
| 65Δ | 19.83 | 118.6% | 9.9% | 26.21 | 128.7% | 6.7% |
| 70Δ | 18.93 | 119.0% | 8.0% | |||
| 75Δ | 18.00 | 119.0% | 6.3% | |||
| 80Δ | 17.03 | 118.4% | 4.7% | |||
No recorded observations