Share price$27.50
1D+3.0%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T23:24:14.356Z
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 · 2026-10-22T20:40:57.372465429Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.66 | 133.8% | 51.4% | 21.10 | 151.9% | 29.3% |
| 25Δ | 39.45 | 144.6% | 48.5% | 22.45 | 164.9% | 27.3% |
| 30Δ | 43.76 | 202.3% | 67.4% | 24.31 | 134.8% | 20.6% |
| 35Δ | 34.45 | 136.4% | 32.7% | 25.61 | 140.5% | 18.7% |
| 40Δ | 32.49 | 131.9% | 26.8% | 27.12 | 151.5% | 17.3% |
| 45Δ | 30.82 | 128.8% | 22.2% | 28.62 | 150.2% | 15.0% |
| 50Δ | 29.67 | 134.8% | 20.0% | 30.21 | 151.7% | 13.0% |
| 55Δ | 28.31 | 138.4% | 17.4% | 31.71 | 147.6% | 10.9% |
| 60Δ | 26.96 | 138.2% | 14.5% | 33.48 | 148.7% | 9.2% |
| 65Δ | 25.61 | 139.9% | 12.0% | 35.77 | 153.3% | 7.8% |
| 70Δ | 24.35 | 132.4% | 9.2% | 38.39 | 157.3% | 6.3% |
| 75Δ | 22.85 | 142.5% | 7.8% | 41.46 | 160.8% | 4.9% |
| 80Δ | 21.98 | 119.7% | 4.7% | 44.32 | 158.2% | 3.5% |
No recorded observations