Share price$22.57
1D+0.3%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:47:36.187Z
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 · 2026-10-23T15:41:58.894866266Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.13 | 161.1% | 30.3% | |||
| 25Δ | 18.82 | 131.3% | 23.1% | |||
| 30Δ | 31.73 | 146.2% | 46.6% | 20.18 | 108.9% | 17.4% |
| 35Δ | 28.39 | 119.9% | 32.0% | 20.97 | 98.1% | 14.3% |
| 40Δ | 25.04 | 93.5% | 17.4% | 21.77 | 87.3% | 11.3% |
| 45Δ | 24.18 | 86.2% | 14.2% | 22.54 | 77.0% | 8.4% |
| 50Δ | 23.36 | 79.1% | 11.1% | 23.03 | 73.4% | 7.2% |
| 55Δ | 22.53 | 72.0% | 8.0% | 23.52 | 69.8% | 6.1% |
| 60Δ | 22.01 | 69.5% | 6.8% | 24.01 | 66.2% | 4.9% |
| 65Δ | 21.49 | 67.1% | 5.7% | 24.50 | 62.6% | 3.7% |
| 70Δ | 20.98 | 64.8% | 4.5% | 25.00 | 59.0% | 2.5% |
| 75Δ | 20.47 | 62.4% | 3.4% | |||
| 80Δ | 19.79 | 62.5% | 2.3% | |||
No recorded observations