Share price$25.39
1D-0.7%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:43:06.525Z
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 · 2026-10-23T16:41:36.468423566Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.68 | 46.9% | 14.3% | 23.05 | 46.2% | 10.8% |
| 25Δ | 27.98 | 46.1% | 12.0% | 23.55 | 45.5% | 9.3% |
| 30Δ | 27.47 | 46.0% | 10.5% | 24.04 | 44.8% | 7.8% |
| 35Δ | 26.97 | 46.0% | 9.0% | 24.45 | 45.2% | 6.9% |
| 40Δ | 26.53 | 46.3% | 8.0% | 24.86 | 45.6% | 6.0% |
| 45Δ | 26.10 | 46.7% | 6.9% | 25.24 | 44.3% | 5.1% |
| 50Δ | 25.69 | 46.0% | 5.9% | 25.61 | 42.3% | 4.2% |
| 55Δ | 25.28 | 44.9% | 4.9% | 25.99 | 40.3% | 3.2% |
| 60Δ | 24.86 | 44.8% | 4.1% | 26.47 | 42.8% | 2.8% |
| 65Δ | 24.40 | 46.7% | 3.6% | 26.96 | 45.6% | 2.5% |
| 70Δ | 23.94 | 48.5% | 3.0% | 27.47 | 45.9% | 2.0% |
| 75Δ | 23.40 | 49.9% | 2.5% | 27.98 | 46.0% | 1.5% |
| 80Δ | 22.81 | 51.3% | 2.0% | 28.61 | 46.0% | 1.0% |
No recorded observations