Share price$13.86
1D+1.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T02:21:12.576Z
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 · ready · quarter 2026-06-30 · fetched 2026-10-23T02:21:12.244391+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.77 | 334.1% | 47.2% | |||
| 25Δ | 10.98 | 278.9% | 38.4% | |||
| 30Δ | 12.13 | 229.8% | 30.2% | |||
| 35Δ | 12.90 | 198.2% | 24.6% | |||
| 40Δ | 22.43 | 269.3% | 76.6% | 13.49 | 175.0% | 20.4% |
| 45Δ | 18.06 | 214.5% | 45.1% | 14.08 | 151.8% | 16.1% |
| 50Δ | 15.94 | 179.5% | 30.1% | 14.67 | 128.6% | 11.8% |
| 55Δ | 14.66 | 153.4% | 21.0% | 15.41 | 118.6% | 9.0% |
| 60Δ | 13.98 | 133.5% | 16.2% | 16.33 | 125.3% | 7.9% |
| 65Δ | 13.29 | 113.6% | 11.3% | 17.26 | 132.1% | 6.8% |
| 70Δ | 12.61 | 93.8% | 6.5% | 19.83 | 158.8% | 6.2% |
| 75Δ | 11.97 | 92.2% | 4.8% | 22.89 | 188.3% | 5.6% |
| 80Δ | 11.35 | 94.1% | 3.8% | 27.46 | 210.7% | 4.4% |
| Date | IV |
|---|---|
| 74.53% |