Share price$22.87
1D-0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:07:32.183Z
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 · 2026-10-22T20:10:07.654544364Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.23 | 88.8% | 30.3% | 19.24 | 86.6% | 18.9% |
| 25Δ | 26.76 | 70.3% | 19.7% | 20.30 | 76.1% | 14.8% |
| 30Δ | 25.53 | 61.3% | 14.6% | 21.12 | 68.5% | 11.7% |
| 35Δ | 24.67 | 54.5% | 11.2% | 21.72 | 65.2% | 9.8% |
| 40Δ | 23.99 | 48.7% | 8.5% | 22.28 | 64.3% | 8.4% |
| 45Δ | 23.55 | 43.9% | 6.8% | 22.81 | 65.5% | 7.4% |
| 50Δ | 23.12 | 39.2% | 5.2% | 23.38 | 67.6% | 6.5% |
| 55Δ | 22.80 | 36.6% | 4.2% | 23.99 | 70.4% | 5.7% |
| 60Δ | 22.53 | 34.9% | 3.5% | 24.79 | 75.6% | 5.1% |
| 65Δ | 22.26 | 33.2% | 2.8% | 25.69 | 80.0% | 4.4% |
| 70Δ | 21.99 | 31.4% | 2.1% | 26.68 | 83.2% | 3.6% |
| 75Δ | 21.75 | 29.7% | 1.7% | 28.94 | 100.1% | 3.3% |
| 80Δ | 21.52 | 27.9% | 1.4% | |||
No recorded observations