Share price$25.10
1D-1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:23:54.813Z
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 · 2026-10-23T00:00:05.712454546Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.57 | 71.3% | 23.8% | 21.22 | 84.0% | 18.4% |
| 25Δ | 29.17 | 67.7% | 18.8% | 22.17 | 80.2% | 15.5% |
| 30Δ | 27.80 | 57.8% | 13.6% | 22.96 | 79.4% | 13.4% |
| 35Δ | 27.25 | 59.5% | 12.2% | 23.66 | 82.6% | 12.1% |
| 40Δ | 26.65 | 59.1% | 10.5% | 24.39 | 85.3% | 10.8% |
| 45Δ | 26.03 | 56.9% | 8.6% | 25.16 | 87.1% | 9.5% |
| 50Δ | 25.51 | 56.6% | 7.4% | 25.97 | 88.0% | 8.2% |
| 55Δ | 24.99 | 56.4% | 6.3% | 26.75 | 86.7% | 6.9% |
| 60Δ | 24.45 | 59.3% | 5.6% | 27.68 | 88.5% | 5.9% |
| 65Δ | 23.91 | 61.4% | 4.8% | 28.77 | 91.7% | 5.0% |
| 70Δ | 23.38 | 59.8% | 3.9% | 30.33 | 97.3% | 4.2% |
| 75Δ | 22.85 | 58.1% | 3.0% | 31.99 | 103.5% | 3.4% |
| 80Δ | 22.31 | 56.0% | 2.2% | |||
No recorded observations