Share price$17.81
1D+1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:21:13.129Z
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 · 2026-10-21T20:00:00.274760086Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.09 | 134.6% | 55.6% | 14.21 | 114.9% | 24.5% |
| 25Δ | 19.95 | 51.9% | 14.1% | 15.22 | 103.8% | 19.6% |
| 30Δ | 19.59 | 50.8% | 12.6% | 15.90 | 92.6% | 16.2% |
| 35Δ | 19.23 | 49.7% | 11.2% | 16.58 | 81.5% | 12.8% |
| 40Δ | 18.87 | 48.6% | 9.8% | 17.25 | 70.4% | 9.4% |
| 45Δ | 18.51 | 47.5% | 8.3% | 17.76 | 65.6% | 7.6% |
| 50Δ | 18.15 | 46.4% | 6.9% | 18.17 | 64.5% | 6.6% |
| 55Δ | 17.79 | 45.3% | 5.4% | 18.59 | 63.4% | 5.6% |
| 60Δ | 17.40 | 45.7% | 4.2% | 19.00 | 62.3% | 4.7% |
| 65Δ | 16.87 | 51.6% | 3.8% | 19.41 | 61.1% | 3.7% |
| 70Δ | 16.35 | 57.6% | 3.4% | 19.82 | 60.0% | 2.7% |
| 75Δ | 15.83 | 63.5% | 3.0% | 20.72 | 62.4% | 2.0% |
| 80Δ | 15.31 | 69.5% | 2.6% | 22.00 | 67.5% | 1.5% |
No recorded observations