Share price$15.70
1D-4.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:21:23.141Z
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 · 2026-10-22T20:33:17.923413257Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.68 | 72.2% | 27.2% | 13.18 | 79.2% | 18.5% |
| 25Δ | 17.72 | 53.4% | 14.9% | 13.93 | 64.3% | 13.9% |
| 30Δ | 17.22 | 51.4% | 12.5% | 14.68 | 49.4% | 9.2% |
| 35Δ | 16.91 | 51.6% | 11.3% | 15.18 | 43.9% | 6.8% |
| 40Δ | 16.60 | 51.7% | 10.1% | 15.49 | 45.7% | 6.2% |
| 45Δ | 16.29 | 51.9% | 8.9% | 15.81 | 47.4% | 5.6% |
| 50Δ | 15.98 | 52.0% | 7.7% | 16.12 | 49.1% | 4.9% |
| 55Δ | 15.67 | 52.1% | 6.5% | 16.44 | 50.9% | 4.3% |
| 60Δ | 15.35 | 52.3% | 5.3% | 16.75 | 52.6% | 3.7% |
| 65Δ | 15.04 | 52.4% | 4.1% | 17.07 | 54.4% | 3.1% |
| 70Δ | 14.39 | 63.6% | 3.7% | 17.38 | 56.1% | 2.5% |
| 75Δ | 13.69 | 76.5% | 3.5% | |||
| 80Δ | 12.99 | 89.4% | 3.2% | |||
| Date | IV |
|---|---|
| 53.58% | |
| 54.40% |