Share price$25.93
1D+0.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-24T12:03:35.326Z
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 · 2026-10-24T00:00:00.116640445Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-24T12:03:35.816563+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.11 | 49.5% | 14.7% | |||
| 25Δ | 28.66 | 54.8% | 14.0% | |||
| 30Δ | 28.21 | 60.1% | 13.3% | |||
| 35Δ | 27.77 | 65.4% | 12.6% | |||
| 40Δ | 27.32 | 70.7% | 11.9% | |||
| 45Δ | 26.88 | 76.0% | 11.1% | 27.00 | 156.4% | 15.1% |
| 50Δ | 26.43 | 81.3% | 10.4% | 27.19 | 135.3% | 12.6% |
| 55Δ | 27.37 | 114.3% | 10.1% | |||
| 60Δ | 27.55 | 93.2% | 7.6% | |||
| 65Δ | 27.73 | 72.1% | 5.1% | |||
| 70Δ | 27.92 | 51.0% | 2.6% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations