Share price$23.07
1D-2.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:02:02.405Z
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 · 2026-10-23T00:00:06.515921218Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.50 | 137.3% | 53.2% | 17.96 | 139.4% | 27.5% |
| 25Δ | 32.53 | 138.8% | 45.9% | 19.12 | 143.1% | 24.6% |
| 30Δ | 30.77 | 140.0% | 39.6% | 20.37 | 136.8% | 20.9% |
| 35Δ | 28.91 | 136.5% | 32.8% | 21.48 | 137.4% | 18.4% |
| 40Δ | 27.52 | 137.6% | 28.3% | 22.65 | 140.4% | 16.3% |
| 45Δ | 26.14 | 136.0% | 23.8% | 23.80 | 140.0% | 14.2% |
| 50Δ | 24.87 | 134.8% | 20.0% | 24.92 | 136.4% | 12.0% |
| 55Δ | 23.77 | 137.8% | 17.3% | 26.13 | 135.6% | 10.1% |
| 60Δ | 22.61 | 137.7% | 14.4% | 27.59 | 138.7% | 8.7% |
| 65Δ | 21.50 | 138.3% | 11.9% | 29.22 | 141.5% | 7.3% |
| 70Δ | 20.34 | 138.3% | 9.5% | 31.03 | 143.3% | 5.9% |
| 75Δ | 19.13 | 142.3% | 7.7% | 33.08 | 144.2% | 4.5% |
| 80Δ | 18.10 | 133.5% | 5.4% | 36.58 | 154.0% | 3.4% |
No recorded observations