Share price$23.71
1D-1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:21:58.996Z
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 · 2026-10-23T00:00:06.207197931Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.06 | 86.4% | 29.2% | 20.25 | 78.1% | 17.3% |
| 25Δ | 27.89 | 72.6% | 20.4% | 21.29 | 67.6% | 13.3% |
| 30Δ | 26.52 | 62.5% | 14.9% | 22.07 | 60.4% | 10.4% |
| 35Δ | 25.66 | 56.9% | 11.7% | 22.65 | 55.0% | 8.4% |
| 40Δ | 24.96 | 52.2% | 9.1% | 23.16 | 51.3% | 6.8% |
| 45Δ | 24.50 | 51.4% | 7.9% | 23.59 | 50.2% | 5.8% |
| 50Δ | 24.03 | 50.7% | 6.6% | 24.01 | 49.1% | 4.8% |
| 55Δ | 23.60 | 51.0% | 5.7% | 24.45 | 49.4% | 4.1% |
| 60Δ | 23.17 | 51.3% | 4.8% | 24.89 | 49.7% | 3.4% |
| 65Δ | 22.69 | 52.6% | 4.1% | 25.42 | 50.9% | 2.8% |
| 70Δ | 22.19 | 54.4% | 3.5% | 25.99 | 52.5% | 2.3% |
| 75Δ | 21.61 | 56.4% | 2.9% | 26.62 | 52.9% | 1.7% |
| 80Δ | 20.99 | 58.4% | 2.3% | 27.36 | 53.8% | 1.2% |
No recorded observations