Share price$23.90
1D+2.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:27:32.208Z
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 · 2026-10-22T20:48:53.298539592Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.32 | 144.8% | 56.2% | 22.70 | 22.7% | 5.9% |
| 25Δ | 31.53 | 98.5% | 35.2% | 22.92 | 22.6% | 5.4% |
| 30Δ | 24.81 | 22.5% | 5.2% | 23.13 | 22.6% | 4.9% |
| 35Δ | 24.57 | 23.3% | 4.8% | 23.34 | 22.6% | 4.5% |
| 40Δ | 24.34 | 24.0% | 4.4% | 23.56 | 22.5% | 4.0% |
| 45Δ | 24.10 | 24.8% | 4.0% | 23.77 | 22.5% | 3.5% |
| 50Δ | 23.86 | 25.5% | 3.6% | 23.99 | 22.4% | 3.0% |
| 55Δ | 23.63 | 26.3% | 3.2% | 24.20 | 22.4% | 2.5% |
| 60Δ | 23.39 | 27.0% | 2.8% | 24.41 | 22.3% | 2.0% |
| 65Δ | 23.15 | 27.7% | 2.4% | 24.63 | 22.3% | 1.5% |
| 70Δ | 22.92 | 28.5% | 2.0% | 24.84 | 22.3% | 1.0% |
| 75Δ | 22.68 | 29.2% | 1.6% | 25.29 | 23.5% | 0.6% |
| 80Δ | 22.33 | 30.2% | 1.3% | 26.41 | 28.4% | 0.4% |
No recorded observations