Share price$26.92
1D+7.1%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:56:21.658Z
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 · 2026-10-23T17:46:55.816333975Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.44 | 65.5% | 15.2% | |||
| 25Δ | 30.06 | 52.1% | 13.7% | 24.20 | 65.2% | 13.1% |
| 30Δ | 32.45 | 99.2% | 25.1% | 24.96 | 64.8% | 11.0% |
| 35Δ | 31.06 | 86.3% | 20.1% | 25.56 | 62.9% | 9.6% |
| 40Δ | 29.68 | 73.4% | 15.1% | 26.14 | 60.9% | 8.3% |
| 45Δ | 28.30 | 60.5% | 10.1% | 26.73 | 58.9% | 6.9% |
| 50Δ | 27.31 | 52.3% | 6.8% | 27.31 | 56.9% | 5.5% |
| 55Δ | 26.86 | 50.7% | 5.9% | 27.92 | 56.6% | 4.6% |
| 60Δ | 26.40 | 49.1% | 5.0% | 28.54 | 57.1% | 3.9% |
| 65Δ | 25.95 | 47.5% | 4.1% | 29.17 | 57.6% | 3.2% |
| 70Δ | 25.50 | 45.9% | 3.2% | 29.79 | 58.1% | 2.5% |
| 75Δ | 25.04 | 44.3% | 2.3% | 31.85 | 75.3% | 2.4% |
| 80Δ | 24.28 | 46.3% | 1.8% | 35.23 | 95.3% | 2.2% |
No recorded observations