Share price$18.20
1D-1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T10:09:15.043Z
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 · 2026-10-21T23:00:00.003762994Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.15 | 208.8% | 36.6% | |||
| 25Δ | 14.83 | 166.0% | 27.6% | |||
| 30Δ | 30.65 | 217.6% | 77.2% | 15.87 | 142.0% | 22.1% |
| 35Δ | 24.61 | 167.2% | 44.0% | 16.83 | 120.1% | 17.0% |
| 40Δ | 21.81 | 135.6% | 28.7% | 17.64 | 102.6% | 12.9% |
| 45Δ | 20.02 | 112.6% | 19.1% | 18.09 | 95.1% | 11.1% |
| 50Δ | 19.26 | 104.7% | 15.7% | 18.54 | 87.5% | 9.2% |
| 55Δ | 18.50 | 96.9% | 12.4% | 19.00 | 80.0% | 7.4% |
| 60Δ | 17.75 | 89.1% | 9.1% | 19.45 | 72.5% | 5.5% |
| 65Δ | 17.09 | 86.8% | 7.2% | 19.90 | 64.9% | 3.7% |
| 70Δ | 16.47 | 87.3% | 5.9% | 22.61 | 80.0% | 3.0% |
| 75Δ | 15.86 | 87.8% | 4.7% | 25.92 | 101.2% | 2.5% |
| 80Δ | 15.24 | 88.3% | 3.5% | 29.23 | 122.3% | 2.1% |
No recorded observations