Share price$18.16
1D+0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T09:05:33.320Z
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 · 2026-10-22T23:00:00.00296123Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.59 | 65.6% | 31.4% | 16.64 | 33.6% | 9.3% |
| 25Δ | 23.00 | 61.8% | 28.6% | 17.32 | 26.1% | 5.7% |
| 30Δ | 22.42 | 58.0% | 25.7% | 17.67 | 24.8% | 4.5% |
| 35Δ | 21.83 | 54.3% | 22.8% | 17.89 | 25.9% | 4.1% |
| 40Δ | 21.25 | 50.5% | 20.0% | 18.12 | 26.9% | 3.7% |
| 45Δ | 20.67 | 46.7% | 17.1% | 18.34 | 27.9% | 3.3% |
| 50Δ | 20.08 | 43.0% | 14.2% | 18.57 | 28.9% | 3.0% |
| 55Δ | 19.50 | 39.2% | 11.4% | 18.80 | 30.0% | 2.6% |
| 60Δ | 18.91 | 35.4% | 8.5% | 19.02 | 31.0% | 2.2% |
| 65Δ | 18.33 | 31.7% | 5.7% | 19.25 | 32.0% | 1.9% |
| 70Δ | 17.74 | 27.9% | 2.8% | 19.47 | 33.0% | 1.5% |
| 75Δ | 16.65 | 36.5% | 1.5% | 19.70 | 34.1% | 1.1% |
| 80Δ | 15.19 | 54.0% | 1.3% | 19.92 | 35.1% | 0.7% |
No recorded observations