Share price$24.01
1D-0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:01:36.742Z
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 · 2026-10-22T23:00:00.001703964Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.01 | 148.9% | 58.5% | 17.38 | 220.2% | 37.4% |
| 25Δ | 38.78 | 184.2% | 68.0% | 21.51 | 77.7% | 14.0% |
| 30Δ | 39.41 | 202.9% | 72.1% | 23.63 | 48.2% | 7.8% |
| 35Δ | 37.50 | 184.6% | 64.2% | 25.08 | 56.3% | 7.3% |
| 40Δ | 35.60 | 166.3% | 56.3% | 26.54 | 64.3% | 6.8% |
| 45Δ | 33.70 | 148.0% | 48.4% | 27.99 | 72.4% | 6.2% |
| 50Δ | 31.79 | 129.7% | 40.6% | 29.44 | 80.5% | 5.7% |
| 55Δ | 29.89 | 111.4% | 32.7% | 30.89 | 88.6% | 5.1% |
| 60Δ | 27.99 | 93.1% | 24.8% | 32.34 | 96.6% | 4.6% |
| 65Δ | 26.08 | 74.8% | 17.0% | 33.79 | 104.7% | 4.0% |
| 70Δ | 24.18 | 56.5% | 9.1% | 35.25 | 112.8% | 3.5% |
| 75Δ | 22.40 | 40.9% | 2.1% | 36.70 | 120.9% | 2.9% |
| 80Δ | 21.58 | 46.1% | 1.8% | 38.15 | 128.9% | 2.4% |
No recorded observations