Share price$15.93
1D-3.6%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:43:41.290Z
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 · 2026-10-23T17:42:18.411015869Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.19 | 176.8% | 75.5% | |||
| 25Δ | 28.65 | 213.9% | 86.6% | 13.04 | 148.7% | 25.5% |
| 30Δ | 23.20 | 169.3% | 52.7% | 13.98 | 122.1% | 19.5% |
| 35Δ | 20.06 | 140.5% | 33.5% | 14.93 | 95.5% | 13.5% |
| 40Δ | 18.89 | 132.3% | 27.2% | 15.44 | 91.3% | 11.6% |
| 45Δ | 17.75 | 124.6% | 21.1% | 15.92 | 89.0% | 10.1% |
| 50Δ | 16.98 | 115.8% | 17.1% | 16.40 | 86.7% | 8.6% |
| 55Δ | 16.31 | 106.7% | 13.7% | 16.88 | 84.3% | 7.0% |
| 60Δ | 15.64 | 97.6% | 10.3% | 17.36 | 82.0% | 5.5% |
| 65Δ | 14.97 | 89.2% | 7.0% | 17.84 | 79.1% | 4.5% |
| 70Δ | 14.28 | 95.7% | 6.0% | 18.32 | 76.1% | 3.6% |
| 75Δ | 13.58 | 102.2% | 5.1% | 18.80 | 73.0% | 2.8% |
| 80Δ | 12.89 | 108.6% | 4.1% | 19.28 | 69.9% | 1.9% |
| Date | IV |
|---|---|
| 77.50% | |
| 78.34% | |
| 75.32% |