Share price$15.65
1D-4.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T19:12:50.328Z
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 · 2026-10-22T19:12:42.557859215Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.63 | 72.4% | 27.3% | 13.14 | 79.1% | 18.5% |
| 25Δ | 17.65 | 53.4% | 14.8% | 13.87 | 64.5% | 13.9% |
| 30Δ | 17.20 | 52.4% | 12.8% | 14.61 | 49.9% | 9.3% |
| 35Δ | 16.89 | 52.9% | 11.6% | 15.14 | 42.8% | 6.6% |
| 40Δ | 16.57 | 53.3% | 10.4% | 15.45 | 44.4% | 6.0% |
| 45Δ | 16.25 | 53.8% | 9.2% | 15.76 | 45.9% | 5.4% |
| 50Δ | 15.93 | 54.3% | 8.0% | 16.07 | 47.5% | 4.8% |
| 55Δ | 15.61 | 54.7% | 6.8% | 16.37 | 49.1% | 4.1% |
| 60Δ | 15.29 | 55.2% | 5.6% | 16.68 | 50.6% | 3.5% |
| 65Δ | 14.93 | 56.9% | 4.5% | 16.99 | 52.2% | 2.9% |
| 70Δ | 14.21 | 72.2% | 4.3% | 17.30 | 53.7% | 2.3% |
| 75Δ | 13.48 | 87.4% | 4.1% | |||
| 80Δ | 12.75 | 102.6% | 3.9% | |||
| Date | IV |
|---|---|
| 53.58% | |
| 54.40% |