Share price$20.54
1D-0.9%
Sold putSold call
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Market datapartial · fetched 2026-10-22T19:59:36.354Z
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 · 2026-10-22T19:54:27.348710583Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.13 | 73.1% | 24.4% | 18.09 | 61.0% | 14.0% |
| 25Δ | 23.06 | 53.0% | 14.3% | 18.97 | 48.6% | 9.8% |
| 30Δ | 22.17 | 43.3% | 10.1% | 19.47 | 40.8% | 7.5% |
| 35Δ | 21.69 | 39.4% | 8.1% | 19.95 | 33.2% | 5.2% |
| 40Δ | 21.32 | 36.8% | 6.6% | 20.19 | 31.2% | 4.3% |
| 45Δ | 20.97 | 34.3% | 5.2% | 20.41 | 29.8% | 3.7% |
| 50Δ | 20.76 | 32.1% | 4.4% | 20.62 | 28.5% | 3.0% |
| 55Δ | 20.55 | 29.9% | 3.7% | 20.84 | 27.1% | 2.3% |
| 60Δ | 20.34 | 27.7% | 3.0% | 21.04 | 25.8% | 1.7% |
| 65Δ | 20.13 | 25.4% | 2.2% | 21.21 | 24.5% | 1.4% |
| 70Δ | 19.90 | 24.5% | 1.7% | 21.37 | 23.3% | 1.1% |
| 75Δ | 19.61 | 25.7% | 1.4% | 21.54 | 22.1% | 0.8% |
| 80Δ | 19.32 | 26.9% | 1.2% | 21.71 | 20.9% | 0.5% |
No recorded observations