Share price$23.80
1D-1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:16:20.128Z
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 · 2026-10-22T21:30:55.948152032Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.95 | 49.9% | 19.1% | 21.33 | 46.7% | 11.9% |
| 25Δ | 27.17 | 49.1% | 16.2% | 22.05 | 42.7% | 9.2% |
| 30Δ | 26.39 | 48.3% | 13.4% | 22.63 | 40.3% | 7.3% |
| 35Δ | 25.61 | 47.5% | 10.6% | 22.99 | 40.4% | 6.6% |
| 40Δ | 24.91 | 46.7% | 8.2% | 23.34 | 40.6% | 5.8% |
| 45Δ | 24.54 | 45.7% | 7.3% | 23.70 | 40.7% | 5.1% |
| 50Δ | 24.16 | 44.7% | 6.4% | 24.06 | 40.8% | 4.4% |
| 55Δ | 23.78 | 43.8% | 5.5% | 24.41 | 40.9% | 3.6% |
| 60Δ | 23.40 | 42.8% | 4.6% | 24.77 | 41.1% | 2.9% |
| 65Δ | 23.02 | 41.8% | 3.7% | 25.86 | 45.1% | 2.3% |
| 70Δ | 22.64 | 40.8% | 2.7% | 28.35 | 56.6% | 1.9% |
| 75Δ | 21.07 | 65.4% | 2.6% | 30.85 | 68.2% | 1.6% |
| 80Δ | 18.84 | 104.3% | 3.0% | 33.34 | 79.7% | 1.2% |
No recorded observations