Share price$21.10
1D-1.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T00:02:17.181Z
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 · 2026-10-22T20:50:30.541339352Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T00:02:15.896078+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.30 | 41.0% | 16.1% | 19.52 | 35.3% | 8.6% |
| 25Δ | 23.88 | 37.4% | 14.2% | 20.08 | 30.0% | 6.2% |
| 30Δ | 23.45 | 33.9% | 12.3% | 20.36 | 31.8% | 5.8% |
| 35Δ | 23.03 | 30.3% | 10.5% | 20.63 | 33.6% | 5.3% |
| 40Δ | 22.61 | 26.7% | 8.6% | 20.90 | 35.4% | 4.8% |
| 45Δ | 22.19 | 23.2% | 6.7% | 21.17 | 37.2% | 4.3% |
| 50Δ | 21.77 | 19.6% | 4.8% | 21.44 | 39.0% | 3.8% |
| 55Δ | 21.35 | 16.1% | 3.0% | 21.71 | 40.8% | 3.4% |
| 60Δ | 20.97 | 13.1% | 1.4% | 21.98 | 42.5% | 2.9% |
| 65Δ | 20.83 | 13.1% | 1.2% | 22.54 | 47.7% | 2.6% |
| 70Δ | 20.68 | 13.1% | 1.0% | 23.23 | 54.4% | 2.3% |
| 75Δ | 20.53 | 13.1% | 0.8% | 24.49 | 66.8% | 2.2% |
| 80Δ | 20.38 | 13.1% | 0.6% | 27.10 | 90.4% | 2.1% |
No recorded observations