Share price$13.78
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:21:20.093Z
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 · 2026-10-21T22:21:49.274977361Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.45 | 85.6% | 29.1% | 11.38 | 86.3% | 20.4% |
| 25Δ | 16.86 | 84.9% | 25.6% | 12.10 | 78.2% | 15.8% |
| 30Δ | 16.27 | 84.1% | 22.2% | 12.66 | 73.7% | 12.7% |
| 35Δ | 15.68 | 83.4% | 18.8% | 13.04 | 73.8% | 11.5% |
| 40Δ | 15.09 | 82.6% | 15.3% | 13.41 | 73.9% | 10.2% |
| 45Δ | 14.64 | 83.0% | 13.5% | 13.79 | 74.0% | 8.9% |
| 50Δ | 14.22 | 83.4% | 11.9% | 14.16 | 74.1% | 7.6% |
| 55Δ | 13.80 | 83.9% | 10.3% | 14.54 | 74.2% | 6.3% |
| 60Δ | 13.38 | 84.4% | 8.7% | 14.91 | 74.3% | 5.1% |
| 65Δ | 12.96 | 84.9% | 7.1% | 15.39 | 73.9% | 4.2% |
| 70Δ | 12.54 | 85.4% | 5.6% | 15.90 | 73.3% | 3.4% |
| 75Δ | 11.69 | 103.3% | 5.0% | 16.40 | 72.7% | 2.6% |
| 80Δ | 10.80 | 123.1% | 4.5% | 16.91 | 72.1% | 1.8% |
No recorded observations