Share price$12.36
1D+1.8%
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 2026-10-23T03:16:20.164Z
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 · 2026-10-22T23:00:00.001974792Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.11 | 112.9% | 41.5% | 10.20 | 98.7% | 21.3% |
| 25Δ | 14.94 | 82.8% | 24.0% | 10.66 | 100.5% | 19.3% |
| 30Δ | 14.46 | 76.0% | 20.5% | 11.12 | 102.4% | 17.3% |
| 35Δ | 13.98 | 69.2% | 17.0% | 11.58 | 104.2% | 15.4% |
| 40Δ | 13.50 | 62.4% | 13.4% | 12.04 | 106.0% | 13.4% |
| 45Δ | 13.01 | 55.6% | 9.9% | 12.50 | 107.8% | 11.4% |
| 50Δ | 12.53 | 48.8% | 6.4% | 12.91 | 103.9% | 10.0% |
| 55Δ | 11.76 | 62.3% | 5.6% | 13.32 | 100.0% | 8.5% |
| 60Δ | 10.97 | 77.2% | 5.1% | 13.73 | 96.0% | 7.1% |
| 65Δ | 10.17 | 92.1% | 4.5% | 14.14 | 92.1% | 5.7% |
| 70Δ | 9.38 | 107.0% | 3.9% | 14.56 | 88.2% | 4.3% |
| 75Δ | 8.59 | 121.9% | 3.3% | 14.97 | 84.2% | 2.8% |
| 80Δ | 7.79 | 136.8% | 2.8% | 17.95 | 120.6% | 2.6% |
| Date | IV |
|---|---|
| 64.27% | |
| 62.86% |