Share price$15.10
1D+2.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:22:35.612Z
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 · 2026-10-21T20:00:01.723686475Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.44 | 214.6% | 107.4% | 13.17 | 62.7% | 15.5% |
| 25Δ | 28.48 | 222.5% | 95.7% | 13.55 | 64.4% | 14.0% |
| 30Δ | 22.46 | 172.2% | 56.1% | 13.93 | 66.1% | 12.4% |
| 35Δ | 19.55 | 140.8% | 36.9% | 14.31 | 67.8% | 10.9% |
| 40Δ | 18.45 | 120.6% | 29.5% | 14.69 | 69.5% | 9.4% |
| 45Δ | 17.34 | 100.5% | 22.1% | 15.08 | 71.1% | 7.9% |
| 50Δ | 16.24 | 80.4% | 14.6% | 15.53 | 71.8% | 7.0% |
| 55Δ | 15.14 | 60.3% | 7.2% | 15.99 | 72.6% | 6.1% |
| 60Δ | 14.62 | 60.4% | 5.7% | 16.44 | 73.3% | 5.2% |
| 65Δ | 14.19 | 63.4% | 4.9% | 16.89 | 74.1% | 4.2% |
| 70Δ | 13.75 | 66.4% | 4.2% | 17.34 | 74.8% | 3.3% |
| 75Δ | 13.32 | 69.4% | 3.5% | 18.46 | 84.5% | 2.7% |
| 80Δ | 12.89 | 72.4% | 2.8% | 19.94 | 99.1% | 2.3% |
No recorded observations