Share price$23.68
1D+0.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T23:26:41.356Z
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 · 2026-10-22T23:00:00.001890663Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:20:37.188230+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.61 | 79.7% | 27.3% | 18.24 | 136.7% | 27.8% |
| 25Δ | 28.64 | 77.7% | 23.9% | 19.61 | 115.9% | 22.3% |
| 30Δ | 27.66 | 75.6% | 20.5% | 20.97 | 95.1% | 16.7% |
| 35Δ | 26.68 | 73.5% | 17.1% | 22.34 | 74.3% | 11.1% |
| 40Δ | 25.71 | 71.4% | 13.7% | 22.86 | 67.1% | 9.2% |
| 45Δ | 24.83 | 69.9% | 10.9% | 23.28 | 61.7% | 7.9% |
| 50Δ | 24.24 | 69.9% | 9.5% | 23.69 | 56.2% | 6.5% |
| 55Δ | 23.64 | 69.9% | 8.2% | 24.10 | 50.8% | 5.1% |
| 60Δ | 23.05 | 69.8% | 6.8% | 24.51 | 45.4% | 3.7% |
| 65Δ | 22.42 | 70.7% | 5.5% | 24.93 | 40.0% | 2.3% |
| 70Δ | 21.47 | 81.1% | 5.1% | 26.36 | 51.0% | 2.0% |
| 75Δ | 20.52 | 91.6% | 4.6% | 28.02 | 65.7% | 1.9% |
| 80Δ | 19.55 | 96.5% | 3.8% | 29.67 | 80.4% | 1.8% |
No recorded observations