Share price$23.42
1D-7.0%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:40:41.674Z
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 · 2026-10-23T19:40:40.43938005Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.26 | 92.3% | 31.7% | 16.80 | 225.0% | 37.8% |
| 25Δ | 29.47 | 100.9% | 29.5% | 18.98 | 181.9% | 28.9% |
| 30Δ | 34.41 | 172.9% | 54.2% | 20.54 | 150.1% | 22.2% |
| 35Δ | 30.05 | 144.6% | 35.9% | 21.86 | 111.1% | 15.3% |
| 40Δ | 28.90 | 150.6% | 32.7% | 22.71 | 87.5% | 11.0% |
| 45Δ | 25.17 | 95.7% | 15.2% | 23.45 | 82.4% | 8.9% |
| 50Δ | 24.32 | 95.5% | 12.9% | 24.14 | 84.8% | 7.9% |
| 55Δ | 23.55 | 98.1% | 11.3% | 24.76 | 80.8% | 6.4% |
| 60Δ | 22.75 | 100.0% | 9.7% | 25.50 | 80.7% | 5.3% |
| 65Δ | 21.94 | 100.0% | 8.0% | 26.17 | 79.4% | 4.4% |
| 70Δ | 21.25 | 92.3% | 6.0% | 26.60 | 72.8% | 3.2% |
| 75Δ | 20.27 | 98.5% | 4.9% | 27.66 | 75.0% | 2.4% |
| 80Δ | 18.68 | 123.1% | 4.7% | 28.10 | 68.9% | 1.6% |
No recorded observations