Share price$25.70
1D-5.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:38:32.428Z
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 · 2026-10-22T21:05:12.3929157Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 39.38 | 143.6% | 57.0% | 21.01 | 104.4% | 22.0% |
| 25Δ | 37.00 | 145.6% | 49.0% | 22.16 | 101.7% | 18.8% |
| 30Δ | 34.85 | 146.3% | 42.0% | 22.95 | 113.8% | 18.0% |
| 35Δ | 32.96 | 147.1% | 36.2% | 23.99 | 111.9% | 15.6% |
| 40Δ | 31.08 | 144.9% | 30.3% | 25.06 | 120.1% | 14.4% |
| 45Δ | 29.39 | 142.7% | 25.3% | 26.16 | 120.0% | 12.5% |
| 50Δ | 27.70 | 134.7% | 20.0% | 27.19 | 115.8% | 10.4% |
| 55Δ | 26.41 | 132.9% | 16.6% | 28.36 | 116.4% | 8.9% |
| 60Δ | 25.15 | 133.3% | 13.8% | 29.53 | 115.6% | 7.5% |
| 65Δ | 23.94 | 142.7% | 12.3% | 30.62 | 112.2% | 6.0% |
| 70Δ | 22.64 | 142.6% | 9.9% | 31.80 | 109.6% | 4.7% |
| 75Δ | 21.30 | 143.0% | 7.7% | 33.56 | 112.0% | 3.6% |
| 80Δ | 20.05 | 137.8% | 5.5% | 35.90 | 116.7% | 2.7% |
No recorded observations