Share price$22.48
1D+0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:44:31.101Z
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 · 2026-10-22T16:44:06.795535022Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.82 | 70.9% | 25.8% | 19.25 | 72.8% | 16.9% |
| 25Δ | 26.54 | 67.2% | 20.7% | 20.11 | 70.0% | 13.8% |
| 30Δ | 25.27 | 63.6% | 15.5% | 20.68 | 68.5% | 12.2% |
| 35Δ | 24.58 | 63.7% | 13.3% | 21.25 | 66.9% | 10.5% |
| 40Δ | 24.04 | 65.0% | 11.9% | 21.82 | 65.3% | 8.9% |
| 45Δ | 23.50 | 66.2% | 10.5% | 22.39 | 63.7% | 7.2% |
| 50Δ | 22.96 | 67.4% | 9.1% | 22.94 | 63.2% | 6.2% |
| 55Δ | 22.42 | 68.6% | 7.7% | 23.47 | 62.9% | 5.3% |
| 60Δ | 21.81 | 70.1% | 6.7% | 24.01 | 62.6% | 4.4% |
| 65Δ | 21.21 | 71.5% | 5.8% | 24.55 | 62.3% | 3.6% |
| 70Δ | 20.61 | 73.0% | 4.8% | 25.16 | 62.1% | 2.7% |
| 75Δ | 20.01 | 74.5% | 3.8% | 26.22 | 62.8% | 2.1% |
| 80Δ | 19.16 | 75.6% | 3.0% | 27.28 | 63.5% | 1.6% |
No recorded observations