Share price$26.10
1D+1.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:10:38.972Z
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 · 2026-10-22T21:10:19.566365942Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.99 | 153.1% | 29.4% | |||
| 25Δ | 21.33 | 163.6% | 27.1% | |||
| 30Δ | 22.86 | 164.2% | 23.9% | |||
| 35Δ | 34.49 | 159.2% | 40.6% | 24.37 | 162.4% | 20.9% |
| 40Δ | 32.49 | 157.0% | 34.5% | 25.93 | 164.9% | 18.5% |
| 45Δ | 30.48 | 154.9% | 28.5% | 27.45 | 162.1% | 15.9% |
| 50Δ | 28.67 | 151.0% | 23.2% | 29.24 | 166.5% | 14.0% |
| 55Δ | 27.19 | 151.7% | 19.6% | 31.75 | 177.3% | 12.6% |
| 60Δ | 25.78 | 153.9% | 16.6% | 34.05 | 180.9% | 10.7% |
| 65Δ | 24.32 | 146.8% | 12.8% | |||
| 70Δ | 22.97 | 145.0% | 10.1% | |||
| 75Δ | 21.65 | 142.7% | 7.8% | |||
| 80Δ | 20.32 | 139.1% | 5.6% | |||
No recorded observations