Share price$13.32
1D-1.3%
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Market dataready · fetched 2026-10-21T17:52:25.748Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:52:22.710894895Z
FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-10-21T17:52:25.232564+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.94 | 648.4% | 76.7% | 11.03 | 335.1% | 20.2% |
| 25Δ | 17.12 | 395.9% | 32.4% | 11.76 | 279.9% | 15.1% |
| 30Δ | 15.21 | 265.6% | 17.6% | 13.00 | 65.5% | 3.3% |
| 35Δ | 13.48 | 48.0% | 2.2% | 13.21 | 114.9% | 4.0% |
| 40Δ | 13.22 | 93.6% | 2.6% | 13.41 | 164.3% | 4.8% |
| 45Δ | 12.97 | 139.1% | 3.1% | 13.62 | 213.7% | 5.5% |
| 50Δ | 12.71 | 184.7% | 3.5% | 13.82 | 263.1% | 6.2% |
| 55Δ | 12.46 | 230.3% | 4.0% | 13.59 | 144.4% | 3.3% |
| 60Δ | 12.20 | 275.8% | 4.5% | 13.97 | 169.0% | 3.1% |
| 65Δ | 11.95 | 321.4% | 4.9% | 14.46 | 231.8% | 3.6% |
| 70Δ | 11.69 | 367.0% | 5.4% | 15.77 | 341.2% | 4.3% |
| 75Δ | 12.00 | 283.1% | 4.0% | 15.04 | 211.1% | 2.2% |
| 80Δ | 10.45 | 483.5% | 4.8% | 16.47 | 260.4% | 1.8% |
| 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% |