Share price$19.50
1D-0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:29:47.945Z
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 · 2026-10-22T23:00:00.00294286Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.71 | 185.1% | 82.7% | 15.34 | 129.5% | 26.2% |
| 25Δ | 31.84 | 183.7% | 69.4% | 16.39 | 119.9% | 21.8% |
| 30Δ | 28.02 | 164.6% | 50.6% | 17.44 | 110.3% | 17.5% |
| 35Δ | 24.12 | 128.8% | 30.7% | 18.07 | 99.6% | 14.7% |
| 40Δ | 22.32 | 112.1% | 22.0% | 18.66 | 88.8% | 12.0% |
| 45Δ | 21.29 | 100.8% | 17.2% | 19.26 | 78.0% | 9.3% |
| 50Δ | 20.26 | 89.6% | 12.5% | 19.86 | 67.2% | 6.5% |
| 55Δ | 19.69 | 81.9% | 10.1% | 20.24 | 61.9% | 5.3% |
| 60Δ | 19.28 | 75.6% | 8.5% | 20.54 | 58.3% | 4.6% |
| 65Δ | 18.88 | 69.2% | 7.0% | 20.85 | 54.6% | 3.9% |
| 70Δ | 18.47 | 62.8% | 5.4% | 21.16 | 51.0% | 3.2% |
| 75Δ | 18.06 | 56.4% | 3.8% | 21.46 | 47.3% | 2.4% |
| 80Δ | 17.65 | 50.0% | 2.2% | 21.77 | 43.7% | 1.7% |
No recorded observations