Share price$19.04
1D-4.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:07:16.041Z
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 · 2026-10-22T15:07:06.087342083Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.38 | 101.0% | 36.1% | 15.88 | 86.4% | 19.7% |
| 25Δ | 24.19 | 100.9% | 30.8% | 16.65 | 82.5% | 16.5% |
| 30Δ | 23.24 | 102.3% | 26.9% | 17.41 | 78.6% | 13.3% |
| 35Δ | 22.33 | 104.1% | 23.3% | 17.97 | 77.9% | 11.7% |
| 40Δ | 21.59 | 107.0% | 20.9% | 18.50 | 77.8% | 10.3% |
| 45Δ | 20.84 | 110.0% | 18.5% | 19.03 | 77.6% | 8.9% |
| 50Δ | 20.09 | 112.9% | 16.1% | 19.57 | 77.4% | 7.5% |
| 55Δ | 19.32 | 113.7% | 13.9% | 20.09 | 76.7% | 6.2% |
| 60Δ | 18.55 | 114.1% | 11.7% | 20.55 | 73.5% | 5.3% |
| 65Δ | 17.77 | 114.5% | 9.6% | 21.01 | 70.4% | 4.3% |
| 70Δ | 16.80 | 123.9% | 8.2% | 21.48 | 67.2% | 3.4% |
| 75Δ | 15.74 | 138.0% | 7.3% | 21.94 | 64.1% | 2.4% |
| 80Δ | 14.55 | 152.0% | 6.2% | 22.40 | 60.9% | 1.5% |
| Date | IV |
|---|---|
| 83.68% | |
| 87.69% |