Share price$17.46
1D-2.3%
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Market dataready · fetched 2026-10-21T17:52:52.370Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:52:38.986087495Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:52:51.485060+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.50 | 87.7% | 6.7% | 14.20 | 411.2% | 22.7% |
| 25Δ | 19.35 | 181.1% | 12.8% | 15.38 | 299.6% | 15.7% |
| 30Δ | 19.92 | 276.6% | 17.7% | 16.45 | 156.8% | 8.0% |
| 35Δ | 18.91 | 206.7% | 11.5% | 17.06 | 81.4% | 3.7% |
| 40Δ | 18.01 | 134.2% | 5.9% | 17.19 | 73.1% | 3.0% |
| 45Δ | 17.81 | 173.0% | 6.3% | 17.33 | 64.9% | 2.4% |
| 50Δ | 17.61 | 213.1% | 6.8% | 17.46 | 56.6% | 1.7% |
| 55Δ | 17.44 | 217.6% | 6.4% | 18.06 | 227.1% | 5.2% |
| 60Δ | 17.30 | 170.7% | 4.7% | 18.25 | 196.9% | 4.0% |
| 65Δ | 17.16 | 123.8% | 3.0% | 18.44 | 166.7% | 2.8% |
| 70Δ | 17.02 | 76.8% | 1.3% | 21.13 | 264.0% | 2.8% |
| 75Δ | 16.07 | 183.2% | 2.2% | 24.82 | 413.1% | 3.2% |
| 80Δ | 15.53 | 200.2% | 1.8% | 28.51 | 562.2% | 3.6% |
| 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% |