Share price$17.40
1D-0.7%
Sold putSold call
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Market dataready · fetched 2026-10-21T16:59:49.135Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
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 · 2026-10-21T16:59:47.598233955Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:48.768174+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.33 | 65.4% | 24.4% | 15.34 | 55.4% | 13.8% |
| 25Δ | 19.70 | 55.6% | 15.6% | 15.72 | 53.6% | 12.2% |
| 30Δ | 19.31 | 57.7% | 14.3% | 16.10 | 51.8% | 10.6% |
| 35Δ | 18.92 | 59.9% | 13.0% | 16.49 | 50.0% | 9.0% |
| 40Δ | 18.54 | 62.0% | 11.7% | 16.87 | 48.3% | 7.4% |
| 45Δ | 18.15 | 64.1% | 10.4% | 17.26 | 46.5% | 5.8% |
| 50Δ | 17.76 | 66.3% | 9.1% | 17.93 | 49.8% | 4.6% |
| 55Δ | 17.30 | 70.6% | 8.0% | 19.12 | 62.1% | 4.3% |
| 60Δ | 16.71 | 79.6% | 7.4% | 20.30 | 74.4% | 4.0% |
| 65Δ | 16.11 | 88.5% | 6.8% | 21.48 | 86.7% | 3.7% |
| 70Δ | 15.52 | 97.4% | 6.3% | 22.67 | 99.0% | 3.5% |
| 75Δ | 14.85 | 107.2% | 5.6% | 23.85 | 111.2% | 3.2% |
| 80Δ | 13.67 | 123.1% | 4.8% | 24.44 | 114.8% | 2.7% |
| Date | IV |
|---|---|
| 60.69% | |
| 64.76% | |
| 60.82% | |
| 64.84% | |
| 58.51% | |
| 60.44% | |
| 60.66% | |
| 63.88% | |
| 66.24% | |
| 61.22% | |
| 62.23% | |
| 53.17% | |
| 56.32% | |
| 53.34% | |
| 55.91% | |
| 67.04% | |
| 49.16% | |
| 52.60% | |
| 51.77% | |
| 49.73% | |
| 49.15% | |
| 47.84% | |
| 46.62% | |
| 47.93% | |
| 48.85% | |
| 50.10% | |
| 49.27% | |
| 52.04% | |
| 51.91% | |
| 50.68% | |
| 53.84% | |
| 54.10% | |
| 50.68% | |
| 51.52% | |
| 51.56% | |
| 53.11% | |
| 54.90% | |
| 51.89% | |
| 53.74% | |
| 52.25% | |
| 53.04% | |
| 54.81% |