Share price$26.99
1D+3.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:42:35.982Z
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 · 2026-10-22T20:00:00.500682482Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.87 | 92.1% | 31.8% | 23.74 | 58.2% | 14.0% |
| 25Δ | 31.32 | 62.9% | 18.4% | 24.59 | 55.3% | 11.4% |
| 30Δ | 29.53 | 50.5% | 12.0% | 25.27 | 53.9% | 9.6% |
| 35Δ | 28.98 | 50.8% | 10.7% | 25.80 | 53.7% | 8.5% |
| 40Δ | 28.44 | 51.1% | 9.3% | 26.33 | 53.6% | 7.4% |
| 45Δ | 27.89 | 51.4% | 8.0% | 26.85 | 53.5% | 6.3% |
| 50Δ | 27.38 | 51.2% | 6.7% | 27.38 | 53.3% | 5.2% |
| 55Δ | 26.94 | 49.5% | 5.9% | 27.91 | 52.7% | 4.4% |
| 60Δ | 26.49 | 47.7% | 5.0% | 28.44 | 51.9% | 3.7% |
| 65Δ | 26.05 | 46.0% | 4.1% | 28.97 | 51.1% | 3.0% |
| 70Δ | 25.61 | 44.3% | 3.2% | 29.50 | 50.3% | 2.3% |
| 75Δ | 25.16 | 42.6% | 2.3% | 30.09 | 50.0% | 1.6% |
| 80Δ | 24.45 | 43.9% | 1.7% | 31.57 | 57.3% | 1.3% |
No recorded observations