Share price$22.56
1D+4.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T19:29:35.332Z
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 · 2026-10-22T19:29:10.287441601Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.75 | 130.9% | 26.3% | |||
| 25Δ | 18.85 | 132.6% | 23.2% | |||
| 30Δ | 19.94 | 133.3% | 20.5% | |||
| 35Δ | 21.01 | 133.6% | 18.0% | |||
| 40Δ | 22.09 | 134.8% | 15.8% | |||
| 45Δ | 23.24 | 136.8% | 13.9% | |||
| 50Δ | 24.32 | 134.7% | 20.0% | 24.58 | 144.3% | 12.5% |
| 55Δ | 23.18 | 134.2% | 16.8% | |||
| 60Δ | 22.07 | 132.0% | 13.7% | |||
| 65Δ | 21.01 | 132.7% | 11.3% | |||
| 70Δ | 19.95 | 131.4% | 9.0% | |||
| 75Δ | 18.90 | 129.8% | 6.9% | |||
| 80Δ | 17.78 | 129.6% | 5.2% | |||
No recorded observations