Share price$22.74
1D-0.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:37:36.086Z
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 · 2026-10-22T16:36:14.964993512Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.47 | 62.7% | 26.8% | 20.25 | 53.8% | 12.8% |
| 25Δ | 26.20 | 53.8% | 17.2% | 20.73 | 53.0% | 11.4% |
| 30Δ | 24.80 | 49.1% | 11.6% | 21.21 | 52.3% | 9.9% |
| 35Δ | 24.37 | 49.2% | 10.4% | 21.70 | 51.5% | 8.4% |
| 40Δ | 23.94 | 49.4% | 9.2% | 22.18 | 50.7% | 7.0% |
| 45Δ | 23.50 | 49.5% | 8.0% | 22.64 | 50.1% | 5.8% |
| 50Δ | 23.07 | 49.6% | 6.8% | 23.06 | 49.6% | 5.0% |
| 55Δ | 22.64 | 49.8% | 5.6% | 23.48 | 49.2% | 4.3% |
| 60Δ | 22.18 | 50.4% | 4.8% | 23.90 | 48.7% | 3.6% |
| 65Δ | 21.70 | 51.2% | 4.1% | 24.32 | 48.3% | 2.9% |
| 70Δ | 21.22 | 52.0% | 3.5% | 24.74 | 47.8% | 2.2% |
| 75Δ | 20.73 | 52.8% | 2.8% | 26.39 | 62.0% | 1.9% |
| 80Δ | 20.25 | 53.6% | 2.1% | 30.20 | 100.7% | 2.4% |
No recorded observations