Share price$23.96
1D+0.3%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:34:10.711Z
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 · 2026-10-23T17:21:03.300214226Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.44 | 76.2% | 25.0% | 20.43 | 79.8% | 17.5% |
| 25Δ | 28.18 | 73.8% | 20.4% | 21.49 | 68.9% | 13.4% |
| 30Δ | 26.74 | 62.2% | 14.6% | 22.22 | 63.0% | 10.9% |
| 35Δ | 22.73 | 61.3% | 9.7% | |||
| 40Δ | 23.23 | 59.6% | 8.4% | |||
| 45Δ | 23.73 | 57.8% | 7.1% | |||
| 50Δ | 24.23 | 56.1% | 5.9% | |||
| 55Δ | 24.73 | 54.3% | 4.6% | |||
| 60Δ | 25.50 | 56.1% | 3.7% | |||
| 65Δ | 26.57 | 61.9% | 3.2% | |||
| 70Δ | 27.63 | 67.7% | 2.8% | |||
| 75Δ | 28.69 | 73.4% | 2.3% | |||
| 80Δ | 29.76 | 79.2% | 1.8% | |||
No recorded observations