Share price$25.70
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:18:37.208Z
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 · 2026-10-22T20:10:06.936739354Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.97 | 77.6% | 17.2% | |||
| 25Δ | 29.95 | 68.7% | 19.2% | 23.22 | 63.0% | 12.5% |
| 30Δ | 28.48 | 57.4% | 13.6% | 24.07 | 54.2% | 9.5% |
| 35Δ | 27.56 | 50.5% | 10.3% | 24.66 | 48.3% | 7.5% |
| 40Δ | 26.88 | 45.4% | 8.0% | 25.16 | 43.7% | 5.8% |
| 45Δ | 26.40 | 41.9% | 6.5% | 25.54 | 40.6% | 4.7% |
| 50Δ | 25.95 | 38.4% | 5.0% | 25.92 | 37.4% | 3.6% |
| 55Δ | 25.66 | 35.5% | 4.2% | 26.23 | 35.6% | 2.9% |
| 60Δ | 25.37 | 32.6% | 3.3% | 26.53 | 34.2% | 2.4% |
| 65Δ | 25.08 | 29.7% | 2.5% | 26.82 | 32.8% | 1.8% |
| 70Δ | 24.74 | 29.4% | 2.0% | 27.19 | 32.6% | 1.3% |
| 75Δ | 24.39 | 30.2% | 1.7% | 27.69 | 34.5% | 1.0% |
| 80Δ | 24.04 | 31.0% | 1.3% | 28.29 | 36.5% | 0.8% |
No recorded observations