Share price$22.47
1D-4.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:05:21.813Z
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 · 2026-10-22T20:10:00.001729491Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.18 | 57.3% | 18.2% | 19.90 | 58.3% | 13.4% |
| 25Δ | 24.97 | 48.6% | 13.0% | 20.64 | 51.1% | 10.4% |
| 30Δ | 24.34 | 45.2% | 10.6% | 21.20 | 46.8% | 8.3% |
| 35Δ | 23.81 | 42.8% | 8.7% | 21.61 | 44.8% | 7.0% |
| 40Δ | 23.42 | 41.8% | 7.4% | 22.02 | 43.0% | 5.7% |
| 45Δ | 23.02 | 40.7% | 6.1% | 22.36 | 42.4% | 4.9% |
| 50Δ | 22.69 | 41.2% | 5.4% | 22.69 | 41.9% | 4.1% |
| 55Δ | 22.35 | 41.8% | 4.7% | 23.03 | 41.3% | 3.4% |
| 60Δ | 22.02 | 42.4% | 4.0% | 23.35 | 40.4% | 2.8% |
| 65Δ | 21.64 | 43.2% | 3.4% | 23.68 | 39.6% | 2.2% |
| 70Δ | 21.26 | 44.1% | 2.8% | 24.02 | 38.8% | 1.6% |
| 75Δ | 20.83 | 45.2% | 2.3% | 24.55 | 40.7% | 1.3% |
| 80Δ | 20.31 | 46.8% | 1.9% | 25.10 | 42.1% | 0.9% |
No recorded observations