Share price$22.89
1D-2.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:35:32.303Z
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 · 2026-10-22T22:34:47.763484405Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.47 | 138.9% | 54.3% | 17.86 | 137.4% | 27.2% |
| 25Δ | 32.49 | 140.9% | 46.8% | 18.99 | 141.9% | 24.4% |
| 30Δ | 30.74 | 142.5% | 40.6% | 20.23 | 134.0% | 20.6% |
| 35Δ | 28.84 | 139.1% | 33.6% | 21.31 | 135.3% | 18.2% |
| 40Δ | 27.47 | 140.7% | 29.2% | 22.44 | 136.1% | 15.9% |
| 45Δ | 26.03 | 138.7% | 24.4% | 23.58 | 137.7% | 14.0% |
| 50Δ | 24.78 | 138.7% | 20.7% | 24.65 | 133.8% | 11.8% |
| 55Δ | 23.65 | 141.3% | 17.9% | 25.78 | 131.8% | 9.9% |
| 60Δ | 22.48 | 142.8% | 15.1% | 27.10 | 133.2% | 8.4% |
| 65Δ | 21.33 | 142.2% | 12.3% | 28.76 | 137.7% | 7.1% |
| 70Δ | 20.14 | 144.8% | 10.1% | 29.84 | 131.1% | 5.5% |
| 75Δ | 18.91 | 148.4% | 8.1% | 31.71 | 132.8% | 4.3% |
| 80Δ | 17.79 | 140.4% | 5.7% | 35.02 | 143.5% | 3.2% |
No recorded observations