Share price$24.00
1D+2.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:53:40.927Z
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 · 2026-10-22T21:39:35.529293718Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.31 | 143.6% | 55.6% | 22.74 | 23.8% | 6.2% |
| 25Δ | 33.63 | 122.1% | 44.2% | 22.97 | 23.9% | 5.7% |
| 30Δ | 24.87 | 21.0% | 4.9% | 23.20 | 24.1% | 5.2% |
| 35Δ | 24.64 | 21.5% | 4.5% | 23.44 | 24.2% | 4.6% |
| 40Δ | 24.42 | 21.9% | 4.1% | 23.67 | 24.4% | 4.1% |
| 45Δ | 24.20 | 22.3% | 3.8% | 23.90 | 24.5% | 3.6% |
| 50Δ | 23.98 | 22.7% | 3.4% | 24.13 | 24.7% | 3.0% |
| 55Δ | 23.76 | 23.1% | 3.0% | 24.36 | 24.8% | 2.5% |
| 60Δ | 23.54 | 23.5% | 2.7% | 24.59 | 25.0% | 2.0% |
| 65Δ | 23.32 | 23.9% | 2.3% | 24.82 | 25.1% | 1.5% |
| 70Δ | 23.10 | 24.4% | 1.9% | 25.12 | 25.7% | 1.0% |
| 75Δ | 22.88 | 24.8% | 1.6% | 25.72 | 28.2% | 0.8% |
| 80Δ | 22.66 | 25.2% | 1.2% | 26.32 | 30.7% | 0.5% |
No recorded observations