Share price$19.87
1D+2.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:32:29.759Z
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 | 146.3% | 28.5% | |||
| 25Δ | 16.91 | 113.8% | 20.6% | |||
| 30Δ | 25.59 | 125.8% | 34.4% | 17.98 | 93.3% | 15.3% |
| 35Δ | 23.08 | 98.7% | 21.8% | 18.73 | 79.8% | 11.7% |
| 40Δ | 21.70 | 80.2% | 14.9% | 19.30 | 70.7% | 9.2% |
| 45Δ | 20.83 | 67.2% | 10.5% | 19.79 | 64.2% | 7.3% |
| 50Δ | 20.27 | 58.9% | 7.9% | 20.23 | 60.4% | 5.8% |
| 55Δ | 19.82 | 53.4% | 6.1% | 20.63 | 58.6% | 4.8% |
| 60Δ | 19.47 | 50.4% | 5.0% | 21.03 | 56.7% | 3.8% |
| 65Δ | 19.13 | 47.5% | 3.8% | 21.34 | 53.3% | 3.0% |
| 70Δ | 18.85 | 44.3% | 3.0% | 21.65 | 49.8% | 2.2% |
| 75Δ | 18.61 | 41.0% | 2.4% | 21.97 | 46.4% | 1.5% |
| 80Δ | 18.37 | 37.7% | 1.8% | 23.33 | 59.9% | 1.4% |
No recorded observations