Share price$18.40
1D+0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:49:52.472Z
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 · 2026-10-22T16:49:46.252248368Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.21 | 96.9% | 34.3% | 15.45 | 86.0% | 19.2% |
| 25Δ | 22.27 | 83.4% | 24.2% | 16.06 | 87.2% | 17.2% |
| 30Δ | 21.59 | 84.1% | 21.5% | 16.67 | 88.4% | 15.1% |
| 35Δ | 20.90 | 84.9% | 18.7% | 17.27 | 89.6% | 13.1% |
| 40Δ | 20.22 | 85.6% | 16.0% | 17.82 | 87.8% | 11.4% |
| 45Δ | 19.61 | 86.1% | 13.9% | 18.33 | 84.3% | 9.8% |
| 50Δ | 19.03 | 86.5% | 12.2% | 18.83 | 80.7% | 8.2% |
| 55Δ | 18.45 | 86.9% | 10.4% | 19.34 | 77.1% | 6.6% |
| 60Δ | 17.87 | 87.3% | 8.6% | 19.85 | 73.5% | 5.1% |
| 65Δ | 17.30 | 86.9% | 7.1% | 20.71 | 77.9% | 4.2% |
| 70Δ | 16.72 | 85.1% | 5.9% | 21.72 | 85.7% | 3.7% |
| 75Δ | 16.15 | 83.3% | 4.6% | 22.83 | 92.7% | 3.1% |
| 80Δ | 15.57 | 81.5% | 3.4% | 24.24 | 97.1% | 2.3% |
| Date | IV |
|---|---|
| 77.31% | |
| 77.29% |