Share price$20.60
1D-5.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:29:14.447Z
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 · 2026-10-22T20:22:17.272694216Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | 28.21 | 199.5% | 48.9% | 20.08 | 125.1% | 15.0% |
| 45Δ | 24.36 | 161.0% | 30.2% | 20.67 | 114.2% | 12.6% |
| 50Δ | 22.31 | 138.4% | 20.8% | 21.27 | 103.3% | 10.2% |
| 55Δ | 21.24 | 135.8% | 17.3% | 21.87 | 92.3% | 7.8% |
| 60Δ | 20.17 | 133.1% | 13.9% | 22.47 | 81.4% | 5.5% |
| 65Δ | 19.15 | 135.9% | 11.7% | 22.93 | 76.3% | 4.5% |
| 70Δ | 18.13 | 139.8% | 9.7% | 23.38 | 71.5% | 3.6% |
| 75Δ | 16.98 | 146.7% | 7.9% | 23.84 | 66.7% | 2.7% |
| 80Δ | 15.61 | 158.5% | 6.5% | 24.29 | 61.9% | 1.9% |
No recorded observations