Share price$22.76
1D+5.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T19:58:54.370Z
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 · 2026-10-22T19:58:47.145384288Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.86 | 133.2% | 26.6% | |||
| 25Δ | 18.98 | 135.4% | 23.6% | |||
| 30Δ | 20.11 | 134.2% | 20.6% | |||
| 35Δ | 21.20 | 136.5% | 18.3% | |||
| 40Δ | 22.31 | 136.6% | 16.0% | |||
| 45Δ | 23.54 | 141.8% | 14.3% | |||
| 50Δ | 24.54 | 134.7% | 20.0% | 24.79 | 144.0% | 12.5% |
| 55Δ | 23.40 | 134.6% | 16.9% | |||
| 60Δ | 22.26 | 130.0% | 13.5% | |||
| 65Δ | 21.21 | 127.4% | 10.8% | |||
| 70Δ | 20.15 | 129.1% | 8.8% | |||
| 75Δ | 19.15 | 125.4% | 6.7% | |||
| 80Δ | 18.08 | 124.0% | 4.9% | |||
No recorded observations