Share price$25.70
1D-0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:02:37.769Z
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 · 2026-10-22T20:28:25.724064642Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 31.65 | 89.6% | 26.7% | |||
| 30Δ | 37.05 | 167.3% | 51.6% | |||
| 35Δ | 36.52 | 187.6% | 51.6% | |||
| 40Δ | 33.35 | 158.9% | 39.1% | |||
| 45Δ | 31.30 | 135.3% | 31.0% | 26.38 | 101.7% | 10.9% |
| 50Δ | 29.25 | 111.6% | 22.8% | 27.79 | 105.5% | 9.8% |
| 55Δ | 27.19 | 88.0% | 14.6% | 29.20 | 109.2% | 8.6% |
| 60Δ | 25.14 | 64.4% | 6.4% | 30.61 | 113.0% | 7.5% |
| 65Δ | 24.26 | 68.2% | 5.3% | 32.02 | 116.8% | 6.3% |
| 70Δ | 23.47 | 74.0% | 4.6% | 33.43 | 120.6% | 5.2% |
| 75Δ | 22.67 | 79.8% | 4.0% | 34.83 | 124.4% | 4.0% |
| 80Δ | 20.16 | 128.6% | 4.7% | 39.03 | 130.5% | 3.0% |
No recorded observations