Share price$24.86
1D-0.9%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:43:09.488Z
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 · 2026-10-23T19:43:07.927187476Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.08 | 71.9% | 23.0% | 21.48 | 72.2% | 16.1% |
| 25Δ | 28.88 | 68.8% | 18.8% | 22.19 | 73.3% | 14.1% |
| 30Δ | 27.99 | 67.5% | 15.8% | 22.87 | 73.6% | 12.3% |
| 35Δ | 27.36 | 69.4% | 14.2% | 23.53 | 74.1% | 10.8% |
| 40Δ | 26.72 | 70.9% | 12.5% | 24.17 | 74.1% | 9.4% |
| 45Δ | 26.08 | 71.7% | 10.9% | 24.80 | 72.2% | 7.9% |
| 50Δ | 25.45 | 73.0% | 9.6% | 25.46 | 72.8% | 6.8% |
| 55Δ | 24.81 | 74.6% | 8.3% | 26.14 | 74.1% | 5.9% |
| 60Δ | 24.16 | 76.7% | 7.2% | 26.83 | 74.0% | 4.9% |
| 65Δ | 23.46 | 79.0% | 6.1% | 27.50 | 72.7% | 4.0% |
| 70Δ | 22.75 | 79.9% | 5.1% | 28.20 | 71.1% | 3.1% |
| 75Δ | 22.06 | 78.0% | 3.9% | 28.96 | 70.1% | 2.3% |
| 80Δ | 21.30 | 77.2% | 2.9% | 30.01 | 71.1% | 1.6% |
No recorded observations