Share price$20.70
1D+0.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:53:54.358Z
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 · 2026-10-22T15:21:16.192997924Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.14 | 71.4% | 23.5% | 18.04 | 66.7% | 15.2% |
| 25Δ | 23.37 | 54.7% | 15.0% | 18.86 | 57.1% | 11.5% |
| 30Δ | 22.65 | 47.6% | 11.7% | 19.42 | 50.8% | 9.1% |
| 35Δ | 22.15 | 42.3% | 9.5% | 19.93 | 45.1% | 7.0% |
| 40Δ | 21.66 | 37.1% | 7.3% | 20.45 | 47.1% | 6.2% |
| 45Δ | 21.16 | 31.8% | 5.1% | 20.97 | 50.3% | 5.6% |
| 50Δ | 21.49 | 53.6% | 5.1% | |||
| 55Δ | 22.01 | 56.8% | 4.5% | |||
| 60Δ | 22.53 | 60.0% | 4.0% | |||
| 65Δ | 23.05 | 63.3% | 3.4% | |||
| 70Δ | 23.58 | 66.5% | 2.9% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations