Share price$20.31
1D-1.9%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:41:48.858Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-23T17:40:59.330944264Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.79 | 93.6% | 50.3% | |||
| 25Δ | 28.80 | 101.1% | 47.3% | |||
| 30Δ | 27.82 | 108.5% | 44.4% | 17.74 | 128.8% | 25.6% |
| 35Δ | 26.83 | 115.9% | 41.4% | 18.77 | 123.9% | 23.5% |
| 40Δ | 25.85 | 123.3% | 38.4% | 19.79 | 118.9% | 21.4% |
| 45Δ | 24.73 | 128.2% | 34.7% | 20.82 | 114.0% | 19.3% |
| 50Δ | 22.75 | 117.6% | 26.2% | 21.84 | 109.0% | 17.2% |
| 55Δ | 21.51 | 112.2% | 21.7% | 22.87 | 104.1% | 15.0% |
| 60Δ | 20.37 | 107.6% | 17.9% | 23.89 | 99.2% | 12.9% |
| 65Δ | 19.23 | 103.0% | 14.1% | 24.92 | 94.2% | 10.8% |
| 70Δ | 18.09 | 98.3% | 10.3% | 25.94 | 89.3% | 8.7% |
| 75Δ | 26.97 | 84.3% | 6.6% | |||
| 80Δ | 27.99 | 79.4% | 4.4% | |||
No recorded observations