Share price$13.38
1D+0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:21:48.607Z
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 · 2026-10-22T00:00:00.871526781Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.65 | 78.4% | 26.7% | 11.39 | 77.5% | 17.6% |
| 25Δ | 15.23 | 57.6% | 16.1% | 12.06 | 63.2% | 12.8% |
| 30Δ | 14.64 | 48.2% | 11.8% | 12.34 | 61.2% | 11.4% |
| 35Δ | 14.19 | 41.1% | 8.6% | 12.63 | 59.1% | 10.1% |
| 40Δ | 13.92 | 36.7% | 6.8% | 12.91 | 57.0% | 8.7% |
| 45Δ | 13.77 | 34.2% | 5.9% | 13.19 | 54.9% | 7.3% |
| 50Δ | 13.62 | 31.7% | 5.1% | 13.47 | 52.8% | 6.0% |
| 55Δ | 13.48 | 29.3% | 4.2% | 13.75 | 50.7% | 4.6% |
| 60Δ | 13.33 | 26.8% | 3.4% | 14.05 | 49.7% | 3.4% |
| 65Δ | 13.19 | 24.4% | 2.6% | 14.50 | 55.8% | 3.0% |
| 70Δ | 13.04 | 21.9% | 1.7% | 14.95 | 61.9% | 2.7% |
| 75Δ | 16.32 | 86.3% | 2.8% | |||
| 80Δ | 17.96 | 104.4% | 2.5% | |||
No recorded observations