Share price$23.93
1D+0.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T21:13:07.249Z
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 · 2026-10-22T20:48:57.352928077Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:13:05.909102+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.54 | 77.2% | 25.7% | 20.87 | 66.5% | 15.1% |
| 25Δ | 27.08 | 56.5% | 15.4% | 21.72 | 55.9% | 11.6% |
| 30Δ | 26.46 | 47.1% | 12.5% | 22.52 | 46.0% | 8.4% |
| 35Δ | 25.89 | 38.0% | 9.9% | 23.13 | 38.9% | 6.1% |
| 40Δ | 25.32 | 29.0% | 7.3% | 23.47 | 35.8% | 4.9% |
| 45Δ | 24.75 | 20.0% | 4.7% | 23.80 | 32.8% | 3.8% |
| 50Δ | 24.18 | 11.0% | 2.1% | 24.09 | 30.4% | 3.0% |
| 55Δ | 23.76 | 9.7% | 1.2% | 24.30 | 28.9% | 2.5% |
| 60Δ | 23.42 | 12.2% | 1.0% | 24.52 | 27.5% | 2.0% |
| 65Δ | 23.07 | 14.7% | 0.9% | 24.73 | 26.0% | 1.5% |
| 70Δ | 22.72 | 17.1% | 0.8% | 24.95 | 24.6% | 1.0% |
| 75Δ | 22.37 | 19.6% | 0.7% | 25.66 | 32.0% | 0.9% |
| 80Δ | 22.03 | 22.1% | 0.5% | 26.89 | 44.3% | 1.0% |
No recorded observations