Share price$23.53
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:59:13.357Z
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 · 2026-10-22T21:52:54.863396584Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.57 | 81.3% | 28.0% | 18.15 | 136.4% | 27.8% |
| 25Δ | 28.57 | 79.3% | 24.5% | 19.46 | 116.3% | 22.4% |
| 30Δ | 27.57 | 77.4% | 21.0% | 20.77 | 96.2% | 17.0% |
| 35Δ | 26.57 | 75.4% | 17.5% | 22.08 | 76.2% | 11.6% |
| 40Δ | 25.57 | 73.5% | 14.0% | 22.75 | 66.2% | 9.1% |
| 45Δ | 24.74 | 72.5% | 11.4% | 23.12 | 61.0% | 7.8% |
| 50Δ | 24.12 | 72.8% | 10.0% | 23.49 | 55.9% | 6.5% |
| 55Δ | 23.50 | 73.1% | 8.5% | 23.86 | 50.7% | 5.3% |
| 60Δ | 22.88 | 73.5% | 7.1% | 24.23 | 45.5% | 4.0% |
| 65Δ | 22.14 | 77.9% | 6.1% | 24.59 | 40.4% | 2.8% |
| 70Δ | 21.19 | 89.1% | 5.6% | 24.96 | 35.2% | 1.5% |
| 75Δ | 20.24 | 100.2% | 5.1% | 26.62 | 48.1% | 1.3% |
| 80Δ | 19.20 | 103.2% | 4.1% | 28.41 | 62.8% | 1.3% |
No recorded observations