Share price$13.86
1D+1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:44:33.320Z
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 · 2026-10-22T20:00:00.563544021Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.77 | 333.5% | 47.2% | |||
| 25Δ | 10.98 | 278.4% | 38.4% | |||
| 30Δ | 12.13 | 229.4% | 30.2% | |||
| 35Δ | 12.90 | 197.8% | 24.6% | |||
| 40Δ | 22.43 | 268.8% | 76.6% | 13.49 | 174.6% | 20.4% |
| 45Δ | 18.06 | 214.1% | 45.1% | 14.08 | 151.5% | 16.1% |
| 50Δ | 15.94 | 179.2% | 30.1% | 14.67 | 128.4% | 11.8% |
| 55Δ | 14.66 | 153.1% | 21.0% | 15.41 | 118.4% | 9.0% |
| 60Δ | 13.98 | 133.3% | 16.2% | 16.33 | 125.2% | 7.9% |
| 65Δ | 13.29 | 113.4% | 11.3% | 17.26 | 132.0% | 6.8% |
| 70Δ | 12.61 | 93.6% | 6.5% | 19.83 | 158.7% | 6.2% |
| 75Δ | 11.97 | 92.1% | 4.8% | 22.89 | 188.0% | 5.6% |
| 80Δ | 11.35 | 94.0% | 3.8% | 27.48 | 210.5% | 4.4% |
| Date | IV |
|---|---|
| 74.53% |