Share price$24.09
1D-0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:44:31.016Z
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 · 2026-10-22T23:00:00.002891287Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 39.50 | 163.9% | 68.2% | 19.36 | 115.0% | 23.8% |
| 25Δ | 33.94 | 130.9% | 45.2% | 21.03 | 85.6% | 16.5% |
| 30Δ | 31.08 | 102.0% | 32.9% | 22.46 | 59.1% | 10.2% |
| 35Δ | 28.21 | 73.1% | 20.7% | 23.01 | 59.9% | 9.1% |
| 40Δ | 25.35 | 44.2% | 8.4% | 23.54 | 61.4% | 8.1% |
| 45Δ | 24.63 | 42.8% | 6.4% | 24.07 | 63.0% | 7.2% |
| 50Δ | 24.22 | 45.2% | 5.8% | 24.60 | 64.5% | 6.2% |
| 55Δ | 23.80 | 47.7% | 5.2% | 25.21 | 66.2% | 5.3% |
| 60Δ | 23.38 | 50.1% | 4.6% | 26.12 | 68.5% | 4.6% |
| 65Δ | 22.97 | 52.6% | 4.0% | 27.02 | 70.7% | 3.9% |
| 70Δ | 22.55 | 55.0% | 3.4% | 27.93 | 72.9% | 3.2% |
| 75Δ | 21.35 | 73.7% | 3.5% | 28.84 | 75.2% | 2.5% |
| 80Δ | 20.05 | 94.5% | 3.6% | 29.74 | 77.4% | 1.8% |
No recorded observations