Share price$20.34
1D-0.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-27T12:49:08.824Z
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 · 2026-10-26T20:00:00.568064781Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-27T12:49:08.442793+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.03 | 122.9% | 40.9% | 17.09 | 95.0% | 19.0% |
| 25Δ | 24.50 | 89.4% | 23.5% | 18.18 | 76.9% | 13.9% |
| 30Δ | 22.99 | 74.5% | 16.3% | 18.92 | 65.8% | 10.5% |
| 35Δ | 22.04 | 63.8% | 11.9% | 19.41 | 58.6% | 8.4% |
| 40Δ | 21.49 | 58.6% | 9.6% | 19.88 | 51.9% | 6.4% |
| 45Δ | 20.97 | 53.7% | 7.4% | 20.19 | 47.4% | 5.1% |
| 50Δ | 20.63 | 49.9% | 6.1% | 20.45 | 43.7% | 4.2% |
| 55Δ | 20.29 | 46.0% | 4.8% | 20.72 | 40.0% | 3.2% |
| 60Δ | 19.96 | 42.6% | 3.7% | 20.98 | 36.3% | 2.2% |
| 65Δ | 19.67 | 42.2% | 3.1% | 21.24 | 35.6% | 1.8% |
| 70Δ | 19.38 | 41.7% | 2.5% | 21.50 | 35.1% | 1.4% |
| 75Δ | 19.09 | 41.3% | 1.9% | 21.77 | 34.6% | 1.0% |
| 80Δ | 18.50 | 47.5% | 1.6% | 22.05 | 34.1% | 0.7% |
No recorded observations