Share price$17.31
1D+1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:20:19.285Z
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 · 2026-10-23T00:00:00.177117275Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.69 | 127.4% | 25.7% | |||
| 25Δ | 24.19 | 135.9% | 44.5% | 14.59 | 108.7% | 20.7% |
| 30Δ | 21.09 | 102.9% | 26.6% | 15.32 | 94.4% | 16.7% |
| 35Δ | 19.53 | 81.7% | 17.5% | 16.04 | 80.1% | 12.8% |
| 40Δ | 17.87 | 36.0% | 6.1% | 16.77 | 65.9% | 8.8% |
| 45Δ | 17.64 | 40.3% | 5.9% | 17.21 | 58.6% | 6.7% |
| 50Δ | 17.41 | 44.6% | 5.6% | 17.53 | 54.6% | 5.5% |
| 55Δ | 17.18 | 48.9% | 5.3% | 17.84 | 50.5% | 4.2% |
| 60Δ | 16.95 | 51.3% | 4.9% | 18.10 | 46.9% | 3.2% |
| 65Δ | 16.73 | 47.4% | 4.1% | 18.30 | 43.7% | 2.6% |
| 70Δ | 16.51 | 43.5% | 3.3% | 18.50 | 40.6% | 2.0% |
| 75Δ | 16.28 | 39.7% | 2.4% | 18.71 | 37.4% | 1.4% |
| 80Δ | 16.06 | 35.8% | 1.6% | 18.91 | 34.3% | 0.8% |
| Date | IV |
|---|---|
| 42.46% | |
| 43.30% |