Share price$15.57
1D
Price history unavailable.
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Market datapartial · fetched 2026-10-22T09:24:17.497Z
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 · 2026-10-22T08:55:15.299814468Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.73 | 85.0% | 29.1% | 13.94 | 52.2% | 12.2% |
| 25Δ | 18.35 | 69.8% | 20.5% | 14.27 | 54.4% | 11.0% |
| 30Δ | 17.42 | 60.2% | 14.8% | 14.56 | 57.8% | 10.1% |
| 35Δ | 16.81 | 55.7% | 11.4% | 14.85 | 61.3% | 9.3% |
| 40Δ | 16.47 | 55.5% | 10.0% | 15.17 | 63.1% | 8.3% |
| 45Δ | 16.13 | 55.3% | 8.5% | 15.52 | 63.3% | 7.2% |
| 50Δ | 15.79 | 59.8% | 7.7% | 15.87 | 63.5% | 6.1% |
| 55Δ | 15.45 | 67.2% | 7.4% | 16.25 | 63.9% | 5.2% |
| 60Δ | 15.11 | 74.7% | 7.0% | 16.65 | 64.5% | 4.4% |
| 65Δ | 14.69 | 77.7% | 6.2% | 17.10 | 65.9% | 3.6% |
| 70Δ | 14.24 | 78.8% | 5.1% | 18.05 | 73.5% | 3.1% |
| 75Δ | 13.78 | 78.3% | 4.0% | 18.99 | 81.2% | 2.6% |
| 80Δ | 13.33 | 76.2% | 3.0% | 19.93 | 88.9% | 2.1% |
No recorded observations