Share price$21.87
1D+1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:47:18.040Z
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 · 2026-10-22T20:10:00.003080322Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.28 | 143.5% | 56.3% | 18.56 | 77.6% | 17.7% |
| 25Δ | 31.31 | 141.8% | 48.1% | 19.90 | 57.9% | 11.6% |
| 30Δ | 28.61 | 120.0% | 35.9% | 20.40 | 55.7% | 10.1% |
| 35Δ | 26.90 | 104.0% | 28.4% | 20.84 | 54.7% | 8.9% |
| 40Δ | 25.20 | 88.0% | 20.8% | 21.27 | 53.8% | 7.7% |
| 45Δ | 23.50 | 72.0% | 13.2% | 21.71 | 52.9% | 6.5% |
| 50Δ | 22.32 | 61.8% | 8.4% | 22.14 | 52.0% | 5.3% |
| 55Δ | 21.89 | 59.5% | 7.2% | 22.65 | 52.7% | 4.3% |
| 60Δ | 21.45 | 57.2% | 6.1% | 23.47 | 60.8% | 4.0% |
| 65Δ | 21.02 | 54.9% | 5.0% | 24.29 | 68.8% | 3.7% |
| 70Δ | 20.59 | 52.6% | 3.8% | 25.34 | 78.4% | 3.4% |
| 75Δ | 20.16 | 50.3% | 2.7% | 27.87 | 97.7% | 3.1% |
| 80Δ | 31.46 | 123.8% | 2.8% | |||
No recorded observations