Share price$25.04
1D-1.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:38:48.616Z
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 · 2026-10-22T18:34:28.660089475Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 22.55 | 65.5% | 13.0% | |||
| 30Δ | 23.13 | 60.4% | 11.1% | |||
| 35Δ | 23.71 | 55.3% | 9.1% | |||
| 40Δ | 24.30 | 50.1% | 7.2% | |||
| 45Δ | 24.88 | 45.0% | 5.2% | |||
| 50Δ | 26.20 | 53.0% | 4.6% | |||
| 55Δ | 27.70 | 64.4% | 4.3% | |||
| 60Δ | 29.21 | 75.8% | 4.1% | |||
| 65Δ | 30.71 | 87.2% | 3.8% | |||
| 70Δ | 32.22 | 98.6% | 3.5% | |||
| 75Δ | 33.72 | 110.0% | 3.2% | |||
| 80Δ | 37.25 | 133.9% | 3.0% | |||
No recorded observations