Share price$22.87
1D+1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:58:48.401Z
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 · 2026-10-22T23:00:00.002133933Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.90 | 66.9% | 20.1% | 17.62 | 147.7% | 28.6% |
| 25Δ | 28.56 | 101.3% | 29.1% | 19.28 | 119.5% | 21.5% |
| 30Δ | 29.83 | 129.3% | 36.1% | 20.49 | 95.5% | 16.0% |
| 35Δ | 28.54 | 115.3% | 30.6% | 21.37 | 74.7% | 11.6% |
| 40Δ | 27.25 | 101.3% | 25.2% | 22.24 | 54.0% | 7.3% |
| 45Δ | 25.96 | 87.3% | 19.7% | 22.70 | 46.3% | 5.5% |
| 50Δ | 24.67 | 73.3% | 14.2% | 23.00 | 44.1% | 4.9% |
| 55Δ | 23.38 | 59.3% | 8.7% | 23.29 | 41.9% | 4.2% |
| 60Δ | 22.36 | 49.7% | 4.7% | 23.58 | 39.7% | 3.5% |
| 65Δ | 21.91 | 49.1% | 4.1% | 23.87 | 37.5% | 2.9% |
| 70Δ | 21.47 | 48.6% | 3.4% | 24.16 | 35.3% | 2.2% |
| 75Δ | 21.02 | 48.1% | 2.7% | 24.45 | 33.1% | 1.5% |
| 80Δ | 20.58 | 47.6% | 2.1% | 24.75 | 30.9% | 0.9% |
No recorded observations