Share price$23.83
1D+0.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:49:42.873Z
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 · 2026-10-22T14:48:46.408896348Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 21.43 | 58.6% | 12.5% | |||
| 30Δ | 21.94 | 52.7% | 10.6% | |||
| 35Δ | 22.46 | 46.8% | 8.6% | |||
| 40Δ | 22.97 | 40.9% | 6.7% | |||
| 45Δ | 23.48 | 35.0% | 4.7% | |||
| 50Δ | 23.87 | 11.6% | 1.6% | 23.99 | 29.1% | 2.8% |
| 55Δ | 23.73 | 12.3% | 1.5% | 24.39 | 34.1% | 2.7% |
| 60Δ | 23.59 | 13.0% | 1.4% | 24.79 | 39.2% | 2.6% |
| 65Δ | 23.46 | 13.7% | 1.2% | 25.15 | 40.8% | 2.3% |
| 70Δ | 23.32 | 14.4% | 1.1% | 25.45 | 38.6% | 1.7% |
| 75Δ | 23.18 | 15.0% | 1.0% | 25.75 | 36.4% | 1.2% |
| 80Δ | 23.04 | 15.7% | 0.9% | 26.26 | 36.9% | 0.8% |
No recorded observations