Share price$18.73
1D-2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:06:18.371Z
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 · 2026-10-22T20:00:00.420149826Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.02 | 88.0% | 30.7% | 15.47 | 93.9% | 20.7% |
| 25Δ | 22.87 | 86.2% | 25.3% | 16.22 | 89.1% | 17.6% |
| 30Δ | 22.03 | 85.9% | 21.8% | 16.97 | 84.2% | 14.5% |
| 35Δ | 21.34 | 86.4% | 19.2% | 17.65 | 80.1% | 11.9% |
| 40Δ | 20.66 | 86.9% | 16.5% | 18.15 | 78.0% | 10.4% |
| 45Δ | 19.98 | 87.3% | 13.9% | 18.64 | 75.8% | 8.9% |
| 50Δ | 19.38 | 87.5% | 12.2% | 19.14 | 73.7% | 7.5% |
| 55Δ | 18.79 | 87.6% | 10.5% | 19.64 | 71.6% | 6.0% |
| 60Δ | 18.20 | 87.8% | 8.8% | 20.19 | 70.5% | 4.8% |
| 65Δ | 17.61 | 88.0% | 7.1% | 20.86 | 71.8% | 4.0% |
| 70Δ | 16.80 | 95.5% | 6.1% | 21.53 | 73.2% | 3.2% |
| 75Δ | 15.94 | 104.8% | 5.3% | 22.21 | 74.6% | 2.5% |
| 80Δ | 15.08 | 114.0% | 4.5% | 23.67 | 77.8% | 1.8% |
| Date | IV |
|---|---|
| 69.47% | |
| 69.27% |