Share price$24.27
1D
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Market dataready · fetched 2026-10-31T12:50:45.207Z
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 · 2026-10-31T04:18:04.865083997Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-31T12:50:45.614743+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.19 | 67.5% | 17.8% | 21.74 | 61.5% | 12.1% |
| 25Δ | 26.58 | 50.1% | 11.1% | 22.61 | 49.4% | 8.7% |
| 30Δ | 25.77 | 41.2% | 7.9% | 23.19 | 41.0% | 6.4% |
| 35Δ | 25.31 | 36.9% | 6.2% | 23.57 | 35.3% | 4.9% |
| 40Δ | 24.92 | 33.6% | 4.8% | 23.95 | 29.5% | 3.4% |
| 45Δ | 24.68 | 32.4% | 4.2% | 24.10 | 27.0% | 2.9% |
| 50Δ | 24.44 | 31.2% | 3.5% | 24.21 | 25.0% | 2.5% |
| 55Δ | 24.20 | 29.9% | 2.8% | 24.32 | 23.1% | 2.1% |
| 60Δ | 23.95 | 29.4% | 2.2% | 24.44 | 21.1% | 1.8% |
| 65Δ | 23.64 | 32.1% | 2.0% | 24.55 | 19.1% | 1.4% |
| 70Δ | 23.32 | 34.8% | 1.8% | 24.66 | 17.1% | 1.1% |
| 75Δ | 23.01 | 37.4% | 1.6% | 24.78 | 15.1% | 0.7% |
| 80Δ | 22.33 | 45.4% | 1.4% | 24.89 | 13.2% | 0.3% |
No recorded observations