Share price$19.40
1D-13.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:57:05.269Z
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 · 2026-10-22T22:30:00.451981679Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.49 | 97.5% | 34.1% | 15.72 | 110.0% | 23.1% |
| 25Δ | 24.36 | 97.9% | 29.2% | 16.56 | 109.6% | 20.1% |
| 30Δ | 23.36 | 97.6% | 25.0% | 17.36 | 108.5% | 17.4% |
| 35Δ | 22.46 | 97.0% | 21.4% | 18.13 | 107.8% | 15.1% |
| 40Δ | 21.66 | 97.2% | 18.4% | 18.87 | 108.1% | 13.2% |
| 45Δ | 20.93 | 97.7% | 15.9% | 19.61 | 107.1% | 11.4% |
| 50Δ | 20.21 | 97.0% | 13.5% | 20.37 | 106.9% | 9.8% |
| 55Δ | 19.53 | 100.8% | 11.9% | 21.15 | 106.9% | 8.3% |
| 60Δ | 18.86 | 105.5% | 10.5% | 21.86 | 103.3% | 6.8% |
| 65Δ | 18.13 | 106.2% | 8.7% | 22.64 | 101.3% | 5.5% |
| 70Δ | 17.39 | 106.1% | 7.0% | 23.47 | 99.6% | 4.3% |
| 75Δ | 16.63 | 105.9% | 5.5% | 24.77 | 104.1% | 3.4% |
| 80Δ | 15.81 | 106.1% | 4.1% | 25.74 | 100.7% | 2.4% |
| Date | IV |
|---|---|
| 110.86% | |
| 95.78% |