Share price$21.19
1D-1.2%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:41:39.372Z
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 · 2026-10-23T17:41:05.029721129Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.79 | 127.9% | 25.5% | |||
| 25Δ | 17.80 | 129.1% | 22.5% | |||
| 30Δ | 18.75 | 133.3% | 20.2% | |||
| 35Δ | 25.88 | 126.7% | 29.0% | 19.74 | 135.2% | 17.9% |
| 40Δ | 24.82 | 129.3% | 25.6% | 20.73 | 135.2% | 15.7% |
| 45Δ | 23.57 | 124.6% | 20.9% | 21.82 | 139.1% | 13.9% |
| 50Δ | 22.50 | 121.4% | 17.2% | 22.99 | 142.9% | 12.2% |
| 55Δ | 21.55 | 120.1% | 14.3% | 24.19 | 143.7% | 10.5% |
| 60Δ | 20.65 | 117.2% | 11.7% | 25.41 | 142.6% | 8.8% |
| 65Δ | 19.79 | 112.6% | 9.1% | |||
| 70Δ | 18.95 | 111.8% | 7.3% | |||
| 75Δ | 18.06 | 113.6% | 5.8% | |||
| 80Δ | 17.16 | 112.4% | 4.3% | |||
No recorded observations