Share price$24.82
1D-1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:58:13.606Z
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 · 2026-10-22T23:00:00.001611684Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.81 | 56.0% | 17.7% | 22.08 | 55.6% | 12.9% |
| 25Δ | 28.05 | 56.0% | 15.2% | 22.69 | 54.7% | 11.1% |
| 30Δ | 27.39 | 55.7% | 13.1% | 23.24 | 54.4% | 9.6% |
| 35Δ | 26.78 | 55.3% | 11.3% | 23.74 | 54.8% | 8.4% |
| 40Δ | 26.22 | 55.0% | 9.7% | 24.22 | 54.7% | 7.2% |
| 45Δ | 25.70 | 54.8% | 8.4% | 24.71 | 54.0% | 6.2% |
| 50Δ | 25.20 | 54.7% | 7.1% | 25.17 | 52.9% | 5.2% |
| 55Δ | 24.70 | 55.3% | 6.2% | 25.60 | 51.1% | 4.2% |
| 60Δ | 24.21 | 56.5% | 5.3% | 26.04 | 49.2% | 3.3% |
| 65Δ | 23.68 | 57.6% | 4.5% | 26.43 | 47.2% | 2.7% |
| 70Δ | 23.14 | 58.6% | 3.7% | 26.83 | 45.2% | 2.0% |
| 75Δ | 21.90 | 81.1% | 4.1% | 27.41 | 44.8% | 1.4% |
| 80Δ | 20.65 | 91.8% | 3.5% | 28.10 | 45.5% | 1.0% |
No recorded observations