Share price$15.65
1D-4.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:21:08.712Z
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 · 2026-10-22T23:00:00.001797398Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.62 | 72.5% | 27.3% | 13.14 | 79.4% | 18.5% |
| 25Δ | 17.63 | 53.4% | 14.7% | 13.86 | 64.8% | 14.0% |
| 30Δ | 17.20 | 52.5% | 12.8% | 14.59 | 50.2% | 9.4% |
| 35Δ | 16.88 | 52.8% | 11.5% | 15.13 | 42.6% | 6.6% |
| 40Δ | 16.56 | 53.0% | 10.3% | 15.44 | 44.1% | 6.0% |
| 45Δ | 16.25 | 53.3% | 9.1% | 15.74 | 45.6% | 5.4% |
| 50Δ | 15.93 | 53.6% | 7.9% | 16.05 | 47.1% | 4.8% |
| 55Δ | 15.61 | 53.9% | 6.6% | 16.36 | 48.6% | 4.2% |
| 60Δ | 15.29 | 54.2% | 5.4% | 16.66 | 50.1% | 3.6% |
| 65Δ | 14.94 | 55.6% | 4.3% | 16.97 | 51.6% | 3.0% |
| 70Δ | 14.24 | 68.8% | 4.0% | 17.27 | 53.2% | 2.4% |
| 75Δ | 13.55 | 82.1% | 3.8% | |||
| 80Δ | 12.85 | 95.3% | 3.5% | |||
| Date | IV |
|---|---|
| 53.58% | |
| 54.40% |