Share price$24.81
1D+3.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-24T04:24:17.072Z
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 · 2026-10-23T23:00:00.002117841Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.84 | 49.5% | 17.7% | 22.71 | 41.8% | 9.9% |
| 25Δ | 28.21 | 47.8% | 15.6% | 23.10 | 41.8% | 8.9% |
| 30Δ | 27.58 | 46.1% | 13.5% | 23.49 | 41.9% | 7.9% |
| 35Δ | 26.94 | 44.4% | 11.3% | 23.88 | 42.0% | 6.9% |
| 40Δ | 26.31 | 42.7% | 9.2% | 24.27 | 42.1% | 5.9% |
| 45Δ | 25.68 | 41.0% | 7.1% | 24.66 | 42.2% | 4.9% |
| 50Δ | 25.05 | 39.3% | 4.9% | 25.10 | 42.9% | 4.0% |
| 55Δ | 24.68 | 38.7% | 4.3% | 25.89 | 47.2% | 3.6% |
| 60Δ | 24.33 | 38.2% | 3.8% | 26.67 | 51.6% | 3.2% |
| 65Δ | 23.98 | 37.7% | 3.2% | 27.46 | 55.9% | 2.8% |
| 70Δ | 23.63 | 37.2% | 2.7% | 28.24 | 60.3% | 2.4% |
| 75Δ | 23.28 | 36.7% | 2.2% | 29.02 | 64.7% | 2.0% |
| 80Δ | 22.93 | 36.1% | 1.6% | 29.81 | 69.0% | 1.6% |
No recorded observations