Share price$20.96
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:24:10.407Z
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 · 2026-10-22T23:00:00.003823959Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.45 | 44.5% | 17.8% | 14.88 | 253.2% | 40.7% |
| 25Δ | 24.13 | 42.3% | 16.6% | 18.57 | 72.0% | 14.5% |
| 30Δ | 23.81 | 40.0% | 15.3% | 19.80 | 44.8% | 8.0% |
| 35Δ | 23.49 | 37.8% | 14.0% | 20.36 | 44.8% | 6.7% |
| 40Δ | 23.17 | 35.6% | 12.8% | 20.80 | 50.0% | 6.3% |
| 45Δ | 22.85 | 33.3% | 11.5% | 21.23 | 55.2% | 5.9% |
| 50Δ | 22.53 | 31.1% | 10.2% | 21.67 | 60.5% | 5.5% |
| 55Δ | 22.21 | 28.9% | 9.0% | 22.10 | 65.7% | 5.2% |
| 60Δ | 21.89 | 26.6% | 7.7% | 22.56 | 70.5% | 4.7% |
| 65Δ | 21.57 | 24.4% | 6.4% | 23.25 | 70.6% | 4.0% |
| 70Δ | 21.25 | 22.2% | 5.2% | 23.93 | 70.8% | 3.2% |
| 75Δ | 20.93 | 20.0% | 3.9% | 24.62 | 70.9% | 2.4% |
| 80Δ | 20.61 | 17.7% | 2.6% | 26.94 | 86.7% | 2.0% |
No recorded observations