Share price$18.72
1D+2.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:13:27.549Z
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 · 2026-10-22T15:13:02.755052471Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.55 | 206.5% | 36.3% | |||
| 25Δ | 15.24 | 164.6% | 27.4% | |||
| 30Δ | 16.36 | 138.8% | 21.6% | |||
| 35Δ | 17.47 | 113.0% | 15.7% | |||
| 40Δ | 22.17 | 130.4% | 27.0% | 18.05 | 104.6% | 13.4% |
| 45Δ | 20.62 | 109.6% | 18.9% | 18.62 | 96.6% | 11.2% |
| 50Δ | 19.63 | 97.0% | 14.1% | 19.18 | 88.6% | 8.9% |
| 55Δ | 19.02 | 89.9% | 11.6% | 19.75 | 80.6% | 6.7% |
| 60Δ | 18.40 | 82.7% | 9.0% | 20.40 | 77.9% | 5.2% |
| 65Δ | 17.79 | 75.5% | 6.4% | 21.12 | 79.4% | 4.4% |
| 70Δ | 16.75 | 82.1% | 4.9% | 21.83 | 80.9% | 3.6% |
| 75Δ | 15.34 | 100.7% | 4.2% | 22.72 | 84.5% | 2.8% |
| 80Δ | 13.92 | 119.4% | 3.6% | 26.92 | 122.4% | 2.8% |
| Date | IV |
|---|---|
| 46.59% | |
| 58.14% |