Share price$21.66
1D+3.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:58:39.564Z
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 · 2026-10-22T23:00:00.001294939Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.07 | 66.7% | 22.3% | 18.63 | 69.6% | 16.5% |
| 25Δ | 24.96 | 64.1% | 17.7% | 19.32 | 68.9% | 14.1% |
| 30Δ | 24.37 | 64.3% | 15.8% | 20.01 | 68.1% | 11.7% |
| 35Δ | 23.79 | 64.5% | 13.9% | 20.54 | 67.7% | 10.4% |
| 40Δ | 23.20 | 64.7% | 12.0% | 21.06 | 67.3% | 9.1% |
| 45Δ | 22.62 | 64.8% | 10.0% | 21.58 | 66.8% | 7.8% |
| 50Δ | 22.09 | 65.4% | 8.8% | 22.11 | 66.4% | 6.5% |
| 55Δ | 21.57 | 66.1% | 7.7% | 22.65 | 66.0% | 5.4% |
| 60Δ | 21.05 | 66.8% | 6.6% | 23.23 | 65.7% | 4.6% |
| 65Δ | 20.53 | 67.5% | 5.5% | 23.82 | 65.4% | 3.8% |
| 70Δ | 20.01 | 68.2% | 4.4% | 24.40 | 65.1% | 2.9% |
| 75Δ | 19.31 | 69.2% | 3.6% | 24.99 | 64.8% | 2.1% |
| 80Δ | 18.61 | 70.2% | 2.8% | 26.83 | 77.2% | 1.8% |
No recorded observations