Share price$25.82
1D+2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:11:31.613Z
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 · 2026-10-22T23:00:00.001487793Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.94 | 43.6% | 13.4% | 23.24 | 49.5% | 11.7% |
| 25Δ | 28.34 | 42.9% | 11.5% | 23.80 | 49.1% | 10.0% |
| 30Δ | 27.81 | 43.0% | 9.9% | 24.34 | 47.2% | 8.5% |
| 35Δ | 27.38 | 43.9% | 8.8% | 24.86 | 44.5% | 6.9% |
| 40Δ | 26.96 | 44.8% | 7.8% | 25.30 | 44.6% | 5.9% |
| 45Δ | 26.54 | 45.1% | 6.8% | 25.71 | 45.7% | 5.2% |
| 50Δ | 26.12 | 45.5% | 5.9% | 26.12 | 46.4% | 4.5% |
| 55Δ | 25.69 | 46.2% | 5.1% | 26.56 | 46.1% | 3.8% |
| 60Δ | 25.26 | 47.0% | 4.4% | 26.99 | 45.8% | 3.1% |
| 65Δ | 24.82 | 47.4% | 3.7% | 27.54 | 47.4% | 2.6% |
| 70Δ | 24.36 | 47.3% | 3.1% | 28.12 | 49.0% | 2.1% |
| 75Δ | 23.88 | 47.2% | 2.4% | 28.77 | 49.7% | 1.6% |
| 80Δ | 23.33 | 47.3% | 1.9% | 29.66 | 52.2% | 1.2% |
No recorded observations