Share price$16.76
1D+4.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T06:04:16.711Z
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 · 2026-10-22T20:00:00.283181391Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 15.51 | 152.0% | 20.0% | |||
| 40Δ | 16.26 | 139.6% | 16.7% | |||
| 45Δ | 17.01 | 127.2% | 13.3% | |||
| 50Δ | 19.12 | 175.9% | 28.8% | 17.76 | 118.7% | 10.6% |
| 55Δ | 17.42 | 149.2% | 18.9% | 18.51 | 117.5% | 9.1% |
| 60Δ | 16.67 | 133.1% | 14.9% | 19.26 | 116.4% | 7.5% |
| 65Δ | 15.92 | 117.0% | 10.9% | 20.01 | 115.3% | 6.0% |
| 70Δ | 15.17 | 100.9% | 6.8% | 21.24 | 119.6% | 5.0% |
| 75Δ | 22.48 | 123.9% | 4.0% | |||
| 80Δ | 24.54 | 131.0% | 3.0% | |||
| Date | IV |
|---|---|
| 119.68% | |
| 118.49% |