Share price$15.85
1D-3.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:18:29.639Z
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 · 2026-10-22T16:18:14.554523599Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.02 | 73.8% | 28.2% | 13.31 | 78.8% | 18.5% |
| 25Δ | 18.27 | 57.6% | 17.4% | 14.12 | 62.9% | 13.5% |
| 30Δ | 17.33 | 50.8% | 12.0% | 14.94 | 47.0% | 8.4% |
| 35Δ | 17.01 | 51.4% | 11.0% | 15.29 | 46.9% | 7.4% |
| 40Δ | 16.70 | 52.1% | 9.9% | 15.60 | 48.1% | 6.7% |
| 45Δ | 16.39 | 52.8% | 8.8% | 15.91 | 49.3% | 5.9% |
| 50Δ | 16.08 | 53.4% | 7.7% | 16.22 | 50.4% | 5.2% |
| 55Δ | 15.77 | 54.1% | 6.6% | 16.53 | 51.6% | 4.5% |
| 60Δ | 15.45 | 54.8% | 5.5% | 16.85 | 52.8% | 3.8% |
| 65Δ | 15.14 | 55.5% | 4.5% | 17.16 | 54.0% | 3.1% |
| 70Δ | 14.58 | 63.8% | 3.8% | 17.47 | 55.2% | 2.4% |
| 75Δ | 13.80 | 78.5% | 3.6% | 19.96 | 70.6% | 1.9% |
| 80Δ | 13.03 | 93.1% | 3.4% | 22.71 | 87.7% | 1.5% |
| Date | IV |
|---|---|
| 53.58% | |
| 54.40% |