Share price$24.56
1D+0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:03:41.415Z
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 · 2026-10-22T20:10:05.652616868Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.15 | 73.4% | 16.4% | |||
| 25Δ | 28.49 | 66.5% | 18.5% | 22.33 | 58.4% | 11.7% |
| 30Δ | 26.98 | 53.4% | 12.5% | 23.10 | 50.3% | 8.9% |
| 35Δ | 26.39 | 48.3% | 10.3% | 23.62 | 45.0% | 7.0% |
| 40Δ | 25.79 | 43.2% | 8.1% | 24.08 | 40.2% | 5.4% |
| 45Δ | 25.19 | 38.1% | 5.9% | 24.39 | 37.1% | 4.4% |
| 50Δ | 24.81 | 34.9% | 4.7% | 24.71 | 34.0% | 3.4% |
| 55Δ | 24.54 | 32.5% | 3.9% | 25.01 | 31.0% | 2.5% |
| 60Δ | 24.26 | 30.1% | 3.1% | 25.23 | 29.5% | 2.0% |
| 65Δ | 23.99 | 27.8% | 2.3% | 25.46 | 28.0% | 1.6% |
| 70Δ | 23.79 | 26.1% | 1.9% | 25.68 | 26.6% | 1.2% |
| 75Δ | 23.59 | 24.5% | 1.6% | 25.90 | 25.1% | 0.7% |
| 80Δ | 23.39 | 22.9% | 1.2% | 26.39 | 27.0% | 0.5% |
No recorded observations