Share price$20.09
1D+4.6%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:05:20.170Z
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 · 2026-10-23T18:50:54.655116174Z
FundamentalsREX Shares · ready · as of 2026-10-22 · fetched 2026-10-23T19:05:19.325670+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.23 | 113.0% | 23.3% | |||
| 25Δ | 17.07 | 111.9% | 20.7% | |||
| 30Δ | 17.91 | 110.9% | 18.0% | |||
| 35Δ | 18.75 | 109.9% | 15.3% | |||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
| Date | IV |
|---|---|
| 110.86% | |
| 95.78% | |
| 68.63% |