Share price$20.20
1D-0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:51:53.993Z
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 · 2026-10-22T14:50:10.109666982Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.10 | 80.7% | 18.1% | |||
| 25Δ | 17.89 | 76.2% | 15.1% | |||
| 30Δ | 18.46 | 75.4% | 13.3% | |||
| 35Δ | 22.22 | 70.5% | 14.5% | 19.04 | 74.7% | 11.5% |
| 40Δ | 21.73 | 77.0% | 13.7% | 19.61 | 73.9% | 9.7% |
| 45Δ | 21.23 | 83.5% | 12.8% | 20.25 | 75.7% | 8.3% |
| 50Δ | 20.74 | 90.0% | 12.0% | 21.01 | 83.0% | 7.7% |
| 55Δ | 20.24 | 96.5% | 11.2% | 21.78 | 90.2% | 7.0% |
| 60Δ | 19.18 | 108.4% | 10.1% | 22.56 | 97.3% | 6.4% |
| 65Δ | 17.59 | 125.3% | 8.9% | 23.72 | 102.2% | 5.5% |
| 70Δ | 16.00 | 142.2% | 7.7% | 24.87 | 107.0% | 4.6% |
| 75Δ | 14.41 | 159.2% | 6.5% | 26.35 | 107.8% | 3.6% |
| 80Δ | 12.82 | 176.1% | 5.3% | 27.88 | 108.1% | 2.6% |
No recorded observations