Share price$18.60
1D+1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:56:18.604Z
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 · 2026-10-22T22:30:00.00131959Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.34 | 95.1% | 33.5% | 15.58 | 84.6% | 19.2% |
| 25Δ | 22.33 | 80.5% | 23.2% | 16.26 | 81.0% | 16.4% |
| 30Δ | 21.70 | 81.8% | 20.7% | 16.94 | 77.5% | 13.6% |
| 35Δ | 21.06 | 83.1% | 18.3% | 17.60 | 74.9% | 11.1% |
| 40Δ | 20.42 | 84.4% | 15.8% | 18.14 | 76.8% | 10.0% |
| 45Δ | 19.81 | 84.9% | 13.6% | 18.69 | 78.8% | 8.9% |
| 50Δ | 19.24 | 83.9% | 11.8% | 19.23 | 80.7% | 7.8% |
| 55Δ | 18.67 | 82.9% | 10.0% | 19.78 | 82.6% | 6.6% |
| 60Δ | 18.11 | 81.9% | 8.2% | 20.57 | 87.2% | 5.8% |
| 65Δ | 17.54 | 80.9% | 6.5% | 21.54 | 93.7% | 5.0% |
| 70Δ | 17.04 | 77.5% | 5.4% | 22.52 | 100.1% | 4.3% |
| 75Δ | 16.55 | 73.9% | 4.3% | 24.03 | 106.7% | 3.5% |
| 80Δ | 16.06 | 70.3% | 3.3% | 27.06 | 125.9% | 2.8% |
| Date | IV |
|---|---|
| 77.31% | |
| 77.29% |