Share price$21.21
1D-0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:55:09.780Z
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 · 2026-10-22T22:30:00.002479771Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.96 | 85.4% | 33.9% | 18.31 | 66.7% | 15.9% |
| 25Δ | 26.27 | 73.6% | 26.3% | 19.09 | 59.4% | 12.6% |
| 30Δ | 24.59 | 61.9% | 18.6% | 19.88 | 52.1% | 9.3% |
| 35Δ | 22.91 | 50.1% | 11.0% | 20.32 | 50.7% | 8.0% |
| 40Δ | 22.21 | 48.0% | 8.5% | 20.71 | 50.3% | 7.1% |
| 45Δ | 21.82 | 49.0% | 7.6% | 21.09 | 50.0% | 6.2% |
| 50Δ | 21.44 | 49.9% | 6.8% | 21.48 | 49.6% | 5.3% |
| 55Δ | 21.05 | 50.9% | 5.9% | 21.86 | 49.2% | 4.4% |
| 60Δ | 20.67 | 51.8% | 5.1% | 22.25 | 48.9% | 3.5% |
| 65Δ | 20.28 | 52.8% | 4.2% | 22.94 | 50.5% | 2.7% |
| 70Δ | 19.83 | 54.2% | 3.5% | 24.24 | 55.8% | 2.3% |
| 75Δ | 19.19 | 56.6% | 2.9% | 25.54 | 61.2% | 1.8% |
| 80Δ | 18.55 | 59.1% | 2.3% | 26.83 | 66.5% | 1.4% |
No recorded observations