Share price$25.35
1D-0.4%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:52:56.988Z
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 · 2026-10-21T17:52:45.636963274Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.15 | 51.9% | 16.5% | 22.76 | 49.9% | 11.9% |
| 25Δ | 28.30 | 49.8% | 13.6% | 23.35 | 49.2% | 10.2% |
| 30Δ | 27.72 | 50.3% | 11.9% | 23.86 | 48.8% | 8.8% |
| 35Δ | 27.16 | 49.9% | 10.3% | 24.34 | 48.5% | 7.5% |
| 40Δ | 26.65 | 50.2% | 8.9% | 24.79 | 48.1% | 6.5% |
| 45Δ | 26.15 | 48.9% | 7.5% | 25.24 | 48.2% | 5.6% |
| 50Δ | 25.69 | 50.1% | 6.6% | 25.68 | 48.8% | 4.8% |
| 55Δ | 25.24 | 51.3% | 5.8% | 26.15 | 49.1% | 4.1% |
| 60Δ | 24.77 | 51.3% | 4.9% | 26.64 | 49.6% | 3.4% |
| 65Δ | 24.28 | 51.6% | 4.1% | 27.16 | 50.0% | 2.8% |
| 70Δ | 23.76 | 52.8% | 3.4% | 27.75 | 50.7% | 2.2% |
| 75Δ | 23.23 | 52.6% | 2.7% | 28.29 | 49.7% | 1.6% |
| 80Δ | 22.64 | 52.3% | 2.1% | 29.11 | 51.4% | 1.2% |
| Date | IV |
|---|---|
| 47.84% | |
| 50.55% |