Share price$23.60
1D-4.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:08:30.558Z
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 · 2026-10-22T20:00:48.221748509Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.37 | 140.0% | 27.6% | |||
| 25Δ | 32.73 | 133.0% | 43.4% | 20.06 | 114.9% | 20.8% |
| 30Δ | 29.35 | 111.5% | 29.5% | 21.22 | 101.4% | 16.5% |
| 35Δ | 26.01 | 69.2% | 14.4% | 22.10 | 98.5% | 14.0% |
| 40Δ | 26.40 | 97.6% | 18.7% | 22.92 | 87.2% | 11.0% |
| 45Δ | 25.47 | 97.1% | 15.9% | 23.59 | 80.8% | 9.0% |
| 50Δ | 24.58 | 97.3% | 13.5% | 24.23 | 76.5% | 7.3% |
| 55Δ | 23.76 | 98.6% | 11.6% | 24.85 | 74.7% | 6.0% |
| 60Δ | 22.93 | 101.8% | 10.0% | 25.44 | 72.0% | 4.9% |
| 65Δ | 22.01 | 116.2% | 9.6% | 26.02 | 69.3% | 3.8% |
| 70Δ | 21.20 | 105.1% | 7.0% | 27.09 | 75.7% | 3.3% |
| 75Δ | 20.26 | 104.6% | 5.4% | 27.87 | 74.3% | 2.5% |
| 80Δ | 19.46 | 99.4% | 3.9% | 28.73 | 72.5% | 1.7% |
No recorded observations