Share price$21.17
1D+0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:54:53.037Z
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 · 2026-10-22T22:30:00.003812378Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.02 | 88.4% | 30.1% | 18.22 | 73.4% | 16.5% |
| 25Δ | 24.46 | 64.9% | 18.0% | 19.18 | 60.8% | 12.1% |
| 30Δ | 23.21 | 52.1% | 12.2% | 19.90 | 50.9% | 8.9% |
| 35Δ | 22.55 | 45.1% | 9.3% | 20.33 | 45.6% | 7.1% |
| 40Δ | 21.99 | 39.4% | 6.8% | 20.72 | 41.0% | 5.6% |
| 45Δ | 21.70 | 37.1% | 5.8% | 21.06 | 37.1% | 4.3% |
| 50Δ | 21.41 | 34.8% | 4.8% | 21.28 | 34.5% | 3.6% |
| 55Δ | 21.11 | 32.5% | 3.7% | 21.49 | 32.0% | 2.8% |
| 60Δ | 20.86 | 31.2% | 3.0% | 21.70 | 29.5% | 2.1% |
| 65Δ | 20.63 | 30.4% | 2.6% | 21.91 | 27.0% | 1.4% |
| 70Δ | 20.39 | 29.7% | 2.1% | 22.31 | 27.8% | 1.0% |
| 75Δ | 20.16 | 29.0% | 1.6% | 22.82 | 30.7% | 0.8% |
| 80Δ | 19.86 | 29.0% | 1.2% | 23.33 | 33.6% | 0.6% |
No recorded observations