Share price$15.61
1D-0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:47:22.298Z
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 · 2026-10-23T15:46:57.529115931Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.16 | 100.7% | 50.6% | 13.00 | 86.5% | 19.6% |
| 25Δ | 17.40 | 49.9% | 13.4% | 13.60 | 79.2% | 16.4% |
| 30Δ | 17.10 | 49.3% | 12.2% | 14.19 | 71.9% | 13.1% |
| 35Δ | 16.81 | 48.6% | 11.0% | 14.78 | 64.7% | 9.9% |
| 40Δ | 16.52 | 48.0% | 9.7% | 15.25 | 62.6% | 8.2% |
| 45Δ | 16.22 | 47.3% | 8.5% | 15.64 | 63.6% | 7.3% |
| 50Δ | 15.93 | 46.7% | 7.2% | 16.03 | 64.6% | 6.4% |
| 55Δ | 15.64 | 46.0% | 6.0% | 16.42 | 65.6% | 5.5% |
| 60Δ | 15.34 | 45.4% | 4.8% | 16.81 | 66.6% | 4.7% |
| 65Δ | 15.05 | 44.7% | 3.5% | 17.20 | 67.7% | 3.8% |
| 70Δ | 14.61 | 47.3% | 2.9% | 17.69 | 69.4% | 3.0% |
| 75Δ | 14.13 | 50.5% | 2.5% | 18.53 | 73.4% | 2.4% |
| 80Δ | 13.65 | 53.7% | 2.0% | 19.36 | 77.4% | 1.8% |
| Date | IV |
|---|---|
| 53.58% | |
| 54.40% | |
| 53.71% |