Share price$22.47
1D-0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:26:20.882Z
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 · 2026-10-22T20:10:00.00285783Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.68 | 180.4% | 33.0% | |||
| 25Δ | 33.65 | 157.6% | 55.2% | 18.48 | 146.8% | 25.3% |
| 30Δ | 32.58 | 158.9% | 51.6% | 19.93 | 125.5% | 19.5% |
| 35Δ | 29.64 | 139.9% | 39.2% | 20.82 | 112.3% | 16.1% |
| 40Δ | 26.71 | 120.8% | 26.7% | 21.67 | 99.5% | 12.7% |
| 45Δ | 24.57 | 106.0% | 17.9% | 22.52 | 87.0% | 9.5% |
| 50Δ | 23.56 | 97.0% | 14.0% | 23.02 | 81.7% | 8.1% |
| 55Δ | 22.54 | 87.9% | 10.2% | 23.52 | 76.4% | 6.7% |
| 60Δ | 21.83 | 87.1% | 8.6% | 24.01 | 71.1% | 5.4% |
| 65Δ | 21.13 | 86.6% | 7.2% | 24.51 | 65.8% | 4.0% |
| 70Δ | 20.43 | 86.1% | 5.7% | |||
| 75Δ | 19.73 | 84.5% | 4.4% | |||
| 80Δ | 19.01 | 81.2% | 3.4% | |||
No recorded observations