Share price$22.20
1D+3.3%
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 2026-10-22T15:35:49.072Z
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 · 2026-10-22T15:35:34.401244469Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.48 | 130.0% | 26.2% | |||
| 25Δ | 18.60 | 129.7% | 22.9% | |||
| 30Δ | 19.64 | 131.4% | 20.3% | |||
| 35Δ | 20.68 | 132.9% | 17.9% | |||
| 40Δ | 21.76 | 136.3% | 16.0% | |||
| 45Δ | 24.83 | 126.7% | 21.8% | 22.97 | 143.7% | 14.4% |
| 50Δ | 23.74 | 126.9% | 18.6% | 24.21 | 144.9% | 12.6% |
| 55Δ | 22.72 | 127.9% | 15.8% | |||
| 60Δ | 21.69 | 126.7% | 13.1% | |||
| 65Δ | 20.70 | 121.6% | 10.2% | |||
| 70Δ | 19.75 | 119.1% | 8.0% | |||
| 75Δ | 18.71 | 123.2% | 6.5% | |||
| 80Δ | 17.60 | 125.0% | 5.0% | |||
No recorded observations