Share price$22.99
1D+1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:50:52.782Z
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 · 2026-10-22T20:00:02.235341107Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.32 | 66.2% | 29.3% | 20.46 | 53.2% | 12.9% |
| 25Δ | 27.34 | 58.9% | 21.1% | 20.96 | 52.8% | 11.4% |
| 30Δ | 25.36 | 51.6% | 12.8% | 21.46 | 52.3% | 9.9% |
| 35Δ | 24.64 | 50.5% | 10.4% | 21.96 | 51.9% | 8.3% |
| 40Δ | 24.21 | 50.8% | 9.3% | 22.46 | 51.4% | 6.8% |
| 45Δ | 23.77 | 51.1% | 8.2% | 22.90 | 51.2% | 6.0% |
| 50Δ | 23.33 | 51.4% | 7.1% | 23.33 | 50.9% | 5.2% |
| 55Δ | 22.90 | 51.7% | 6.0% | 23.76 | 50.7% | 4.4% |
| 60Δ | 22.45 | 52.1% | 4.9% | 24.20 | 50.4% | 3.7% |
| 65Δ | 21.93 | 53.0% | 4.2% | 24.63 | 50.2% | 2.9% |
| 70Δ | 21.41 | 54.0% | 3.6% | 25.47 | 55.1% | 2.3% |
| 75Δ | 20.88 | 55.0% | 2.9% | 28.63 | 89.7% | 2.8% |
| 80Δ | 20.36 | 56.0% | 2.2% | 33.40 | 126.6% | 2.9% |
No recorded observations