Share price$19.22
1D-13.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:36:16.535Z
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 · 2026-10-22T15:41:44.315751165Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 15.37 | 218.2% | 33.0% | |||
| 30Δ | 16.80 | 180.0% | 25.6% | |||
| 35Δ | 17.92 | 151.2% | 19.8% | |||
| 40Δ | 27.57 | 222.3% | 56.5% | 18.77 | 129.3% | 15.4% |
| 45Δ | 23.35 | 178.3% | 34.5% | 19.44 | 112.8% | 12.0% |
| 50Δ | 21.01 | 146.3% | 22.3% | 20.04 | 98.9% | 9.1% |
| 55Δ | 19.65 | 122.5% | 15.2% | 20.73 | 97.7% | 7.7% |
| 60Δ | 18.72 | 106.7% | 10.8% | 21.47 | 97.2% | 6.4% |
| 65Δ | 18.01 | 98.5% | 8.0% | 22.27 | 97.4% | 5.3% |
| 70Δ | 17.32 | 98.2% | 6.5% | 23.13 | 97.6% | 4.2% |
| 75Δ | 16.63 | 97.2% | 5.0% | 23.90 | 94.2% | 3.1% |
| 80Δ | 15.94 | 95.4% | 3.7% | 24.76 | 91.3% | 2.2% |
| Date | IV |
|---|---|
| 110.86% | |
| 95.78% |