Share price$21.20
1D-8.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:54:25.161Z
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 · 2026-10-22T14:51:09.53727519Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 35.27 | 165.8% | 70.6% | 16.40 | 145.5% | 28.4% |
| 25Δ | 31.39 | 153.8% | 53.4% | 17.62 | 139.0% | 24.1% |
| 30Δ | 29.51 | 155.6% | 46.0% | 18.78 | 127.9% | 19.8% |
| 35Δ | 28.02 | 160.1% | 40.6% | 19.75 | 129.4% | 17.5% |
| 40Δ | 26.48 | 161.6% | 35.1% | 20.71 | 127.5% | 15.1% |
| 45Δ | 24.48 | 148.6% | 26.8% | 21.88 | 139.2% | 14.1% |
| 50Δ | 23.29 | 151.2% | 23.2% | 22.96 | 138.8% | 12.1% |
| 55Δ | 22.09 | 151.9% | 19.6% | 24.00 | 135.6% | 10.1% |
| 60Δ | 20.89 | 149.7% | 16.0% | 25.17 | 134.8% | 8.5% |
| 65Δ | 19.76 | 154.1% | 13.6% | 26.35 | 132.7% | 6.9% |
| 70Δ | 18.58 | 160.8% | 11.5% | 27.58 | 130.2% | 5.4% |
| 75Δ | 17.46 | 153.2% | 8.5% | 28.90 | 127.4% | 4.1% |
| 80Δ | 16.25 | 151.7% | 6.2% | 30.80 | 127.6% | 2.9% |
No recorded observations