Share price$25.32
1D-0.5%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:51:25.368Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:51:16.005263366Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.33 | 59.4% | 4.5% | 24.45 | 57.2% | 3.9% |
| 25Δ | 26.13 | 59.3% | 3.8% | 24.63 | 56.7% | 3.4% |
| 30Δ | 25.94 | 58.9% | 3.3% | 24.78 | 56.2% | 2.9% |
| 35Δ | 25.79 | 58.0% | 2.8% | 24.94 | 55.7% | 2.5% |
| 40Δ | 25.63 | 57.0% | 2.4% | 25.08 | 55.5% | 2.2% |
| 45Δ | 25.48 | 56.1% | 2.0% | 25.21 | 55.5% | 1.9% |
| 50Δ | 25.35 | 55.5% | 1.8% | 25.35 | 55.6% | 1.6% |
| 55Δ | 25.22 | 55.0% | 1.5% | 25.48 | 55.6% | 1.3% |
| 60Δ | 25.09 | 54.4% | 1.2% | 25.62 | 55.7% | 1.1% |
| 65Δ | 24.93 | 55.8% | 1.0% | 25.77 | 55.9% | 1.0% |
| 70Δ | 24.73 | 61.5% | 0.9% | 25.91 | 56.0% | 0.8% |
| 75Δ | 24.52 | 67.2% | 0.8% | 26.41 | 69.9% | 0.7% |
| 80Δ | 24.24 | 71.4% | 0.6% | 27.41 | 103.8% | 0.7% |
| Date | IV |
|---|---|
| 47.84% | |
| 50.55% |