Share price$25.02
1D-1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:27:24.392Z
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 · 2026-10-22T20:00:30.382966642Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.34 | 146.5% | 57.4% | 19.77 | 123.5% | 25.2% |
| 25Δ | 36.65 | 151.0% | 51.7% | 22.54 | 65.6% | 12.9% |
| 30Δ | 33.72 | 124.2% | 39.5% | 23.11 | 60.0% | 11.0% |
| 35Δ | 32.07 | 102.7% | 32.3% | 23.69 | 54.4% | 9.0% |
| 40Δ | 30.43 | 81.2% | 25.1% | 24.27 | 48.9% | 7.1% |
| 45Δ | 28.78 | 59.7% | 17.9% | 24.85 | 43.3% | 5.1% |
| 50Δ | 27.14 | 38.3% | 10.7% | 25.86 | 48.5% | 4.4% |
| 55Δ | 25.49 | 16.8% | 3.5% | 27.04 | 57.6% | 4.1% |
| 60Δ | 24.52 | 21.6% | 1.7% | 28.22 | 66.7% | 3.8% |
| 65Δ | 23.83 | 37.6% | 2.3% | 29.40 | 75.8% | 3.5% |
| 70Δ | 23.14 | 53.5% | 3.0% | 30.57 | 84.8% | 3.2% |
| 75Δ | 22.44 | 68.4% | 3.5% | 31.75 | 93.9% | 2.9% |
| 80Δ | 21.60 | 68.8% | 2.7% | 37.30 | 136.0% | 3.1% |
No recorded observations