Share price$19.87
1D+2.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:50:25.609Z
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 · 2026-10-22T20:00:00.214451447Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.33 | 146.7% | 28.5% | |||
| 25Δ | 16.91 | 114.1% | 20.6% | |||
| 30Δ | 25.59 | 126.1% | 34.4% | 17.98 | 93.5% | 15.3% |
| 35Δ | 23.08 | 98.9% | 21.8% | 18.72 | 80.0% | 11.7% |
| 40Δ | 21.70 | 80.4% | 14.9% | 19.30 | 70.9% | 9.2% |
| 45Δ | 20.83 | 67.4% | 10.5% | 19.79 | 64.4% | 7.3% |
| 50Δ | 20.26 | 59.0% | 7.9% | 20.23 | 60.5% | 5.8% |
| 55Δ | 19.82 | 53.5% | 6.1% | 20.63 | 58.8% | 4.8% |
| 60Δ | 19.47 | 50.6% | 5.0% | 21.03 | 56.9% | 3.8% |
| 65Δ | 19.13 | 47.6% | 3.8% | 21.34 | 53.4% | 3.0% |
| 70Δ | 18.85 | 44.4% | 3.0% | 21.65 | 50.0% | 2.2% |
| 75Δ | 18.61 | 41.1% | 2.4% | 21.97 | 46.5% | 1.5% |
| 80Δ | 18.37 | 37.8% | 1.8% | 23.33 | 59.9% | 1.4% |
No recorded observations