Share price$25.22
1D+1.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:24:35.796Z
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 · 2026-10-22T18:23:34.835860299Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.18 | 66.8% | 21.6% | 21.62 | 75.2% | 16.9% |
| 25Δ | 29.14 | 65.3% | 18.1% | 22.46 | 73.2% | 14.4% |
| 30Δ | 28.44 | 67.1% | 16.1% | 23.21 | 72.0% | 12.3% |
| 35Δ | 27.78 | 68.7% | 14.3% | 23.86 | 73.3% | 10.9% |
| 40Δ | 27.07 | 68.8% | 12.3% | 24.51 | 71.7% | 9.3% |
| 45Δ | 26.43 | 69.4% | 10.8% | 25.17 | 70.7% | 7.9% |
| 50Δ | 25.79 | 70.2% | 9.3% | 25.85 | 73.6% | 7.0% |
| 55Δ | 25.16 | 70.9% | 8.0% | 26.53 | 73.7% | 6.0% |
| 60Δ | 24.52 | 72.0% | 6.9% | 27.22 | 72.9% | 4.9% |
| 65Δ | 23.85 | 73.5% | 5.8% | 27.91 | 71.8% | 3.9% |
| 70Δ | 23.13 | 75.8% | 4.9% | 28.71 | 71.6% | 3.1% |
| 75Δ | 22.44 | 74.5% | 3.8% | 29.70 | 73.1% | 2.4% |
| 80Δ | 21.67 | 74.0% | 2.9% | 30.84 | 74.2% | 1.7% |
No recorded observations