Share price$22.39
1D-6.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:00:08.842Z
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 · 2026-10-23T00:00:07.410504022Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.97 | 172.4% | 74.0% | 16.54 | 188.1% | 34.0% |
| 25Δ | 35.18 | 173.7% | 62.9% | 18.06 | 190.9% | 30.2% |
| 30Δ | 32.48 | 171.3% | 52.3% | 19.57 | 191.3% | 26.7% |
| 35Δ | 30.51 | 172.7% | 45.2% | 21.11 | 192.6% | 23.6% |
| 40Δ | 28.71 | 174.5% | 39.1% | 22.66 | 191.1% | 20.6% |
| 45Δ | 26.96 | 174.4% | 33.2% | 24.21 | 189.0% | 17.8% |
| 50Δ | 25.24 | 171.1% | 27.4% | 26.07 | 193.8% | 15.7% |
| 55Δ | 23.73 | 170.5% | 22.8% | 27.83 | 191.8% | 13.3% |
| 60Δ | 22.34 | 171.6% | 19.1% | 29.69 | 190.2% | 11.1% |
| 65Δ | 20.96 | 173.4% | 15.8% | 32.06 | 192.9% | 9.2% |
| 70Δ | 19.59 | 172.9% | 12.6% | 34.53 | 192.5% | 7.4% |
| 75Δ | 18.20 | 173.5% | 9.8% | 37.21 | 190.5% | 5.7% |
| 80Δ | 16.69 | 178.0% | 7.6% | 40.50 | 189.3% | 4.1% |
No recorded observations