Share price$18.57
1D-14.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:12:21.265Z
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 · 2026-10-23T00:00:00.735977033Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.10 | 276.9% | 42.8% | |||
| 25Δ | 58.91 | 351.6% | 226.9% | 14.83 | 242.3% | 34.9% |
| 30Δ | 40.08 | 292.3% | 126.6% | 16.32 | 226.9% | 29.6% |
| 35Δ | 34.14 | 278.3% | 96.5% | 17.67 | 215.4% | 25.2% |
| 40Δ | 29.88 | 267.8% | 75.6% | 19.10 | 212.8% | 21.9% |
| 45Δ | 26.91 | 264.1% | 62.0% | 21.19 | 234.4% | 20.5% |
| 50Δ | 23.94 | 252.6% | 48.1% | 22.45 | 220.6% | 17.0% |
| 55Δ | 21.96 | 257.4% | 40.4% | 24.20 | 219.6% | 14.5% |
| 60Δ | 20.18 | 262.4% | 34.2% | 26.14 | 216.5% | 12.2% |
| 65Δ | 18.03 | 243.7% | 24.7% | 29.71 | 233.4% | 10.7% |
| 70Δ | 16.42 | 244.5% | 19.7% | 33.35 | 240.8% | 8.8% |
| 75Δ | 14.84 | 245.9% | 15.3% | 37.10 | 242.1% | 6.8% |
| 80Δ | 13.18 | 254.1% | 12.0% | 41.16 | 239.9% | 4.9% |
No recorded observations