Share price$22.68
1D-2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:03:46.738Z
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 · 2026-10-22T22:02:41.926416903Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.53 | 57.6% | 18.6% | 20.17 | 53.5% | 12.8% |
| 25Δ | 25.15 | 41.1% | 12.3% | 21.12 | 42.8% | 8.8% |
| 30Δ | 24.12 | 26.1% | 7.4% | 21.50 | 42.5% | 7.7% |
| 35Δ | 23.08 | 11.2% | 2.5% | 21.88 | 42.3% | 6.6% |
| 40Δ | 22.81 | 11.9% | 2.0% | 22.25 | 44.8% | 5.9% |
| 45Δ | 22.60 | 14.1% | 1.9% | 22.63 | 48.7% | 5.5% |
| 50Δ | 22.39 | 16.2% | 1.8% | 23.00 | 52.6% | 5.1% |
| 55Δ | 22.18 | 18.4% | 1.7% | 23.62 | 59.7% | 4.8% |
| 60Δ | 21.98 | 20.5% | 1.6% | 24.27 | 65.5% | 4.4% |
| 65Δ | 21.77 | 22.7% | 1.5% | 24.99 | 68.9% | 3.8% |
| 70Δ | 21.56 | 24.9% | 1.4% | 26.56 | 84.8% | 3.7% |
| 75Δ | 21.35 | 27.0% | 1.3% | 32.26 | 141.6% | 4.4% |
| 80Δ | 21.14 | 29.2% | 1.2% | |||
No recorded observations