Share price$17.44
1D-0.6%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:48:03.315Z
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 · 2026-10-21T17:47:55.954167334Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:02.595805+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.47 | 66.0% | 24.9% | 15.32 | 60.2% | 14.5% |
| 25Δ | 19.72 | 55.9% | 15.6% | 15.73 | 61.2% | 13.1% |
| 30Δ | 19.34 | 59.2% | 14.4% | 16.15 | 62.1% | 11.7% |
| 35Δ | 18.96 | 62.6% | 13.3% | 16.56 | 63.0% | 10.3% |
| 40Δ | 18.58 | 65.9% | 12.2% | 16.97 | 64.0% | 8.9% |
| 45Δ | 18.20 | 69.3% | 11.0% | 17.39 | 64.9% | 7.5% |
| 50Δ | 17.82 | 72.6% | 9.9% | 18.34 | 71.9% | 6.7% |
| 55Δ | 17.41 | 76.5% | 8.8% | 19.48 | 81.1% | 6.0% |
| 60Δ | 16.80 | 83.3% | 8.0% | 20.63 | 90.3% | 5.4% |
| 65Δ | 16.19 | 90.1% | 7.2% | 21.77 | 99.5% | 4.8% |
| 70Δ | 15.58 | 96.8% | 6.3% | 22.92 | 108.7% | 4.2% |
| 75Δ | 14.95 | 104.0% | 5.5% | 24.06 | 117.9% | 3.6% |
| 80Δ | 13.77 | 119.8% | 4.7% | |||
| 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% |