Share price$23.72
1D+5.4%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:50:06.970Z
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 · 2026-10-23T15:50:02.650676342Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.10 | 173.4% | 73.5% | 17.48 | 193.5% | 34.3% |
| 25Δ | 36.92 | 172.7% | 61.4% | 19.15 | 190.8% | 29.8% |
| 30Δ | 34.77 | 176.9% | 54.0% | 20.73 | 190.6% | 26.3% |
| 35Δ | 32.27 | 174.6% | 45.0% | 22.29 | 188.5% | 23.0% |
| 40Δ | 29.88 | 169.0% | 36.5% | 23.91 | 189.9% | 20.2% |
| 45Δ | 28.36 | 173.2% | 32.1% | 25.53 | 188.2% | 17.5% |
| 50Δ | 26.72 | 174.0% | 27.3% | 27.24 | 187.9% | 15.2% |
| 55Δ | 25.05 | 170.2% | 22.2% | 29.14 | 189.0% | 13.0% |
| 60Δ | 23.57 | 168.6% | 18.2% | 31.38 | 192.4% | 11.1% |
| 65Δ | 22.15 | 166.4% | 14.7% | 33.83 | 193.4% | 9.2% |
| 70Δ | 20.76 | 169.7% | 12.0% | 36.56 | 194.3% | 7.4% |
| 75Δ | 19.37 | 167.7% | 9.2% | 39.95 | 196.6% | 5.8% |
| 80Δ | 17.90 | 168.8% | 6.9% | 44.06 | 197.8% | 4.2% |
No recorded observations