Share price$23.84
1D-0.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:19:34.983Z
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 · 2026-10-22T16:02:55.859961238Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.19 | 85.3% | 29.0% | 20.34 | 78.0% | 17.4% |
| 25Δ | 27.98 | 71.4% | 20.1% | 21.39 | 67.8% | 13.4% |
| 30Δ | 26.77 | 64.1% | 15.4% | 22.17 | 60.7% | 10.6% |
| 35Δ | 25.86 | 58.3% | 12.0% | 22.79 | 54.7% | 8.4% |
| 40Δ | 25.18 | 53.8% | 9.6% | 23.28 | 51.5% | 6.9% |
| 45Δ | 24.65 | 52.1% | 8.0% | 23.72 | 49.8% | 5.7% |
| 50Δ | 24.18 | 51.3% | 6.7% | 24.15 | 48.9% | 4.8% |
| 55Δ | 23.72 | 51.3% | 5.7% | 24.59 | 49.4% | 4.1% |
| 60Δ | 23.29 | 51.8% | 4.9% | 25.03 | 49.9% | 3.4% |
| 65Δ | 22.81 | 53.2% | 4.1% | 25.54 | 50.5% | 2.8% |
| 70Δ | 22.26 | 56.2% | 3.6% | 26.07 | 51.1% | 2.2% |
| 75Δ | 21.70 | 57.7% | 2.9% | 26.69 | 51.7% | 1.7% |
| 80Δ | 21.11 | 58.1% | 2.3% | 27.39 | 52.1% | 1.2% |
No recorded observations