Share price$17.48
1D-2.2%
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Market dataready · fetched 2026-10-21T17:01:37.417Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:32.478587051Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:36.937813+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.21 | 123.9% | 10.9% | 14.33 | 387.3% | 21.9% |
| 25Δ | 19.21 | 166.3% | 11.7% | 15.45 | 287.7% | 15.3% |
| 30Δ | 19.94 | 273.8% | 17.7% | 16.53 | 146.9% | 7.5% |
| 35Δ | 18.94 | 206.1% | 11.6% | 17.08 | 81.5% | 3.8% |
| 40Δ | 18.07 | 136.0% | 6.1% | 17.22 | 73.2% | 3.1% |
| 45Δ | 17.82 | 167.4% | 6.2% | 17.36 | 64.9% | 2.3% |
| 50Δ | 17.63 | 208.0% | 6.7% | 17.50 | 56.6% | 1.6% |
| 55Δ | 17.46 | 219.1% | 6.4% | 18.08 | 230.9% | 5.4% |
| 60Δ | 17.33 | 176.1% | 4.9% | 18.28 | 210.3% | 4.5% |
| 65Δ | 17.20 | 133.0% | 3.3% | 18.48 | 189.8% | 3.6% |
| 70Δ | 17.08 | 90.0% | 1.8% | 18.68 | 169.2% | 2.7% |
| 75Δ | 16.35 | 145.0% | 1.7% | 18.87 | 148.7% | 1.7% |
| 80Δ | 15.96 | 153.6% | 1.3% | 24.88 | 396.2% | 2.6% |
| Date | IV |
|---|---|
| 94.37% | |
| 44.99% | |
| 46.21% | |
| 50.27% | |
| 95.29% | |
| 44.41% | |
| 53.52% | |
| 48.05% | |
| 55.15% | |
| 56.94% | |
| 53.61% | |
| 46.72% | |
| 56.50% | |
| 53.00% | |
| 55.75% | |
| 59.67% | |
| 62.56% | |
| 65.73% | |
| 59.28% | |
| 62.76% | |
| 70.75% | |
| 41.88% | |
| 38.09% | |
| 44.90% | |
| 39.33% | |
| 89.34% | |
| 35.61% | |
| 46.57% | |
| 39.80% | |
| 40.37% | |
| 49.19% | |
| 33.10% | |
| 60.66% | |
| 53.61% | |
| 98.29% | |
| 33.26% | |
| 40.96% | |
| 71.07% | |
| 85.81% | |
| 74.04% | |
| 40.60% | |
| 65.85% | |
| 53.93% | |
| 50.65% | |
| 77.36% | |
| 36.62% | |
| 43.48% | |
| 43.73% | |
| 43.84% | |
| 53.44% | |
| 40.76% | |
| 49.38% | |
| 40.20% | |
| 43.52% | |
| 49.32% | |
| 58.69% | |
| 47.18% | |
| 45.65% | |
| 69.37% | |
| 47.04% | |
| 49.86% | |
| 53.96% | |
| 64.16% |