Share price$14.20
1D-0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T05:55:43.530Z
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 · 2026-10-23T00:00:00.024970173Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.18 | 71.5% | 23.0% | 11.99 | 85.8% | 18.5% |
| 25Δ | 16.64 | 71.9% | 19.9% | 12.56 | 78.3% | 15.1% |
| 30Δ | 16.19 | 73.5% | 17.6% | 13.08 | 72.5% | 12.2% |
| 35Δ | 15.75 | 73.4% | 15.2% | 13.44 | 72.9% | 10.8% |
| 40Δ | 15.30 | 71.8% | 12.9% | 13.81 | 73.3% | 9.4% |
| 45Δ | 14.89 | 71.0% | 10.8% | 14.19 | 74.8% | 8.2% |
| 50Δ | 14.53 | 71.6% | 9.4% | 14.60 | 77.5% | 7.2% |
| 55Δ | 14.17 | 72.1% | 8.1% | 15.01 | 80.1% | 6.3% |
| 60Δ | 13.81 | 72.6% | 6.8% | 15.47 | 80.6% | 5.3% |
| 65Δ | 13.44 | 72.9% | 5.7% | 15.93 | 81.0% | 4.4% |
| 70Δ | 13.07 | 73.1% | 4.6% | 16.49 | 82.1% | 3.5% |
| 75Δ | 12.66 | 73.1% | 3.7% | 17.09 | 83.1% | 2.7% |
| 80Δ | 12.24 | 72.9% | 2.8% | 17.81 | 83.8% | 2.0% |
| Date | IV |
|---|---|
| 74.12% | |
| 74.23% |