Share price$22.68
1D-3.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:51:20.352Z
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 · 2026-10-22T23:43:17.185944664Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 32.39 | 120.5% | 46.1% | 17.80 | 133.0% | 26.6% |
| 25Δ | 30.26 | 119.3% | 37.7% | 19.03 | 128.4% | 22.7% |
| 30Δ | 28.82 | 120.7% | 32.6% | 20.09 | 128.9% | 19.9% |
| 35Δ | 27.53 | 121.3% | 28.1% | 21.12 | 133.7% | 18.0% |
| 40Δ | 26.34 | 122.1% | 24.3% | 22.17 | 129.1% | 15.3% |
| 45Δ | 25.25 | 123.1% | 21.0% | 23.25 | 130.4% | 13.4% |
| 50Δ | 24.19 | 123.8% | 18.0% | 24.33 | 129.6% | 11.5% |
| 55Δ | 23.18 | 125.9% | 15.5% | 25.41 | 127.8% | 9.7% |
| 60Δ | 22.15 | 124.8% | 12.8% | 26.60 | 127.5% | 8.1% |
| 65Δ | 21.14 | 123.0% | 10.3% | 28.01 | 129.7% | 6.8% |
| 70Δ | 20.13 | 124.8% | 8.4% | 29.51 | 130.1% | 5.4% |
| 75Δ | 19.09 | 125.0% | 6.6% | 31.58 | 132.2% | 4.2% |
| 80Δ | 18.07 | 122.0% | 4.8% | 33.93 | 135.6% | 3.1% |
No recorded observations