Share price$21.06
1D-1.2%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T18:25:28.651Z
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 · 2026-10-22T18:25:12.645513565Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.30 | 45.8% | 17.5% | 18.68 | 48.2% | 13.2% |
| 25Δ | 23.88 | 45.0% | 16.3% | 19.07 | 47.2% | 11.9% |
| 30Δ | 23.46 | 44.2% | 15.2% | 19.47 | 46.2% | 10.6% |
| 35Δ | 23.04 | 43.5% | 14.0% | 19.86 | 45.1% | 9.3% |
| 40Δ | 22.63 | 42.7% | 12.9% | 20.26 | 44.1% | 8.1% |
| 45Δ | 22.21 | 41.9% | 11.8% | 20.65 | 43.0% | 6.8% |
| 50Δ | 21.79 | 41.1% | 10.6% | 21.05 | 42.0% | 5.5% |
| 55Δ | 21.37 | 40.3% | 9.5% | 21.44 | 40.9% | 4.2% |
| 60Δ | 20.96 | 39.5% | 8.3% | 21.84 | 39.9% | 3.0% |
| 65Δ | 20.54 | 38.8% | 7.2% | 22.37 | 43.6% | 2.3% |
| 70Δ | 20.12 | 38.0% | 6.0% | 23.01 | 50.8% | 2.2% |
| 75Δ | 19.70 | 37.2% | 4.9% | 24.19 | 62.7% | 2.0% |
| 80Δ | 19.28 | 36.4% | 3.7% | 26.47 | 83.2% | 1.9% |
No recorded observations