Share price$18.92
1D+2.1%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T23:04:11.715Z
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 · 2026-10-22T21:31:05.416210962Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.81 | 69.2% | 22.5% | 16.72 | 58.9% | 13.6% |
| 25Δ | 21.14 | 50.8% | 13.7% | 17.51 | 45.6% | 9.4% |
| 30Δ | 20.64 | 43.6% | 11.1% | 18.06 | 36.5% | 6.6% |
| 35Δ | 20.24 | 37.3% | 9.0% | 18.31 | 33.9% | 5.5% |
| 40Δ | 19.84 | 31.1% | 6.8% | 18.55 | 31.3% | 4.5% |
| 45Δ | 19.44 | 24.8% | 4.7% | 18.80 | 28.7% | 3.5% |
| 50Δ | 19.04 | 18.6% | 2.6% | 19.05 | 26.8% | 2.6% |
| 55Δ | 18.86 | 18.2% | 2.2% | 19.36 | 28.4% | 2.3% |
| 60Δ | 18.71 | 18.6% | 1.9% | 19.66 | 30.1% | 2.0% |
| 65Δ | 18.56 | 18.9% | 1.7% | 19.97 | 31.7% | 1.7% |
| 70Δ | 18.40 | 19.3% | 1.5% | 20.27 | 33.3% | 1.4% |
| 75Δ | 18.25 | 19.6% | 1.2% | 20.58 | 34.9% | 1.1% |
| 80Δ | 18.10 | 19.9% | 1.0% | 20.88 | 36.6% | 0.8% |
| Date | IV |
|---|---|
| 24.00% | |
| 25.71% |