Share price$20.41
1D-3.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:21:42.152Z
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 · 2026-10-22T22:30:07.469852441Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.27 | 134.4% | 51.8% | 15.79 | 143.8% | 28.2% |
| 25Δ | 28.09 | 130.4% | 42.2% | 16.92 | 141.9% | 24.5% |
| 30Δ | 26.64 | 131.4% | 36.4% | 17.99 | 140.8% | 21.4% |
| 35Δ | 25.21 | 129.7% | 30.6% | 19.01 | 142.2% | 18.9% |
| 40Δ | 24.04 | 130.2% | 26.4% | 20.04 | 141.3% | 16.4% |
| 45Δ | 22.90 | 128.9% | 22.2% | 21.13 | 144.0% | 14.5% |
| 50Δ | 21.88 | 129.5% | 19.0% | 22.13 | 139.7% | 12.2% |
| 55Δ | 21.00 | 135.4% | 17.0% | 23.18 | 137.5% | 10.3% |
| 60Δ | 19.96 | 131.1% | 13.6% | 24.45 | 139.7% | 8.7% |
| 65Δ | 19.01 | 132.7% | 11.3% | 25.83 | 141.1% | 7.3% |
| 70Δ | 18.06 | 131.9% | 9.1% | 27.52 | 144.1% | 5.9% |
| 75Δ | 17.08 | 131.2% | 7.0% | 29.16 | 143.1% | 4.5% |
| 80Δ | 16.05 | 131.3% | 5.3% | 31.59 | 146.7% | 3.3% |
No recorded observations