Share price$13.37
1D-0.8%
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Market dataready · fetched 2026-10-21T16:59:34.893Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:59:34.164100802Z
FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-10-21T16:59:34.402445+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.18 | 651.2% | 77.9% | 11.09 | 339.1% | 20.3% |
| 25Δ | 17.33 | 402.5% | 33.6% | 11.83 | 280.9% | 15.1% |
| 30Δ | 16.35 | 311.8% | 25.6% | 13.14 | 95.7% | 4.0% |
| 35Δ | 14.44 | 128.9% | 9.6% | 13.32 | 142.1% | 4.7% |
| 40Δ | 13.36 | 63.6% | 2.0% | 13.51 | 188.5% | 5.4% |
| 45Δ | 13.09 | 110.4% | 2.5% | 13.69 | 234.8% | 6.1% |
| 50Δ | 12.82 | 157.2% | 3.0% | 13.88 | 281.2% | 6.8% |
| 55Δ | 12.55 | 204.1% | 3.4% | 13.54 | 100.0% | 2.4% |
| 60Δ | 12.28 | 250.9% | 3.9% | 14.06 | 173.6% | 3.1% |
| 65Δ | 12.01 | 297.7% | 4.4% | 14.96 | 293.6% | 4.6% |
| 70Δ | 11.74 | 344.5% | 4.9% | 15.91 | 347.1% | 4.4% |
| 75Δ | 12.23 | 225.1% | 3.0% | 15.64 | 242.6% | 2.4% |
| 80Δ | 11.32 | 315.6% | 3.2% | 17.06 | 294.8% | 2.1% |
| Date | IV |
|---|---|
| 40.86% | |
| 39.97% | |
| 44.67% | |
| 52.28% | |
| 65.07% | |
| 51.37% | |
| 43.36% | |
| 76.88% | |
| 67.62% | |
| 36.48% | |
| 57.66% | |
| 59.54% | |
| 45.94% | |
| 47.35% | |
| 35.89% | |
| 57.07% | |
| 36.80% | |
| 44.09% | |
| 59.87% | |
| 44.68% | |
| 55.08% | |
| 55.40% | |
| 43.77% | |
| 59.18% | |
| 35.66% | |
| 127.36% | |
| 42.96% | |
| 64.89% | |
| 44.38% | |
| 99.39% | |
| 47.43% | |
| 64.96% | |
| 69.78% | |
| 47.02% | |
| 48.71% | |
| 57.61% | |
| 41.06% | |
| 46.63% | |
| 48.55% | |
| 42.25% | |
| 46.95% | |
| 55.81% | |
| 95.01% | |
| 52.03% | |
| 66.25% | |
| 49.56% | |
| 68.58% | |
| 49.27% | |
| 71.51% | |
| 110.96% | |
| 55.41% |