Share price$22.71
1D+1.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:47:17.349Z
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 · 2026-10-22T15:46:21.080924235Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.02 | 69.8% | 25.4% | 19.40 | 74.9% | 17.2% |
| 25Δ | 26.83 | 66.7% | 20.7% | 20.23 | 72.6% | 14.4% |
| 30Δ | 25.65 | 63.5% | 16.1% | 20.84 | 71.2% | 12.6% |
| 35Δ | 24.76 | 62.0% | 12.9% | 21.45 | 69.9% | 10.9% |
| 40Δ | 24.23 | 62.6% | 11.5% | 22.06 | 68.5% | 9.1% |
| 45Δ | 23.70 | 63.1% | 10.1% | 22.66 | 67.6% | 7.6% |
| 50Δ | 23.17 | 63.7% | 8.7% | 23.25 | 67.9% | 6.6% |
| 55Δ | 22.64 | 64.2% | 7.3% | 23.84 | 68.2% | 5.7% |
| 60Δ | 22.09 | 64.5% | 6.2% | 24.42 | 68.4% | 4.7% |
| 65Δ | 21.53 | 64.8% | 5.3% | 25.02 | 68.8% | 3.8% |
| 70Δ | 20.98 | 65.0% | 4.3% | 26.23 | 72.1% | 3.1% |
| 75Δ | 20.42 | 65.2% | 3.4% | 27.43 | 75.5% | 2.5% |
| 80Δ | 19.83 | 64.4% | 2.6% | 28.64 | 78.9% | 1.9% |
No recorded observations