Share price$23.23
1D-3.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:47:48.402Z
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 · 2026-10-22T20:01:00.536895304Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.82 | 179.3% | 80.2% | 18.37 | 127.2% | 25.7% |
| 25Δ | 30.06 | 109.0% | 33.4% | 19.53 | 125.5% | 22.3% |
| 30Δ | 29.13 | 115.4% | 30.7% | 20.68 | 117.4% | 18.6% |
| 35Δ | 27.69 | 112.5% | 25.6% | 21.67 | 119.8% | 16.5% |
| 40Δ | 26.58 | 112.8% | 22.1% | 22.62 | 117.7% | 14.2% |
| 45Δ | 25.45 | 110.7% | 18.5% | 23.55 | 113.0% | 11.9% |
| 50Δ | 24.45 | 109.6% | 15.5% | 24.55 | 114.0% | 10.3% |
| 55Δ | 23.51 | 110.1% | 13.2% | 25.57 | 114.7% | 8.8% |
| 60Δ | 22.63 | 107.1% | 10.8% | 26.50 | 111.4% | 7.2% |
| 65Δ | 21.70 | 104.8% | 8.5% | 27.41 | 107.4% | 5.7% |
| 70Δ | 20.65 | 120.4% | 8.1% | 28.44 | 104.9% | 4.5% |
| 75Δ | 19.52 | 126.0% | 6.7% | 30.32 | 112.0% | 3.7% |
| 80Δ | 18.24 | 132.5% | 5.3% | 32.84 | 120.3% | 2.8% |
No recorded observations