Share price$19.84
1D-2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:54:08.553Z
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 · 2026-10-22T21:33:29.58105555Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 31.31 | 152.1% | 61.8% | 15.03 | 162.5% | 30.7% |
| 25Δ | 29.27 | 153.5% | 52.8% | 16.23 | 161.6% | 26.9% |
| 30Δ | 27.06 | 148.6% | 42.9% | 17.40 | 159.5% | 23.4% |
| 35Δ | 25.46 | 147.1% | 36.2% | 18.52 | 161.0% | 20.7% |
| 40Δ | 24.08 | 146.8% | 30.8% | 19.66 | 160.4% | 18.1% |
| 45Δ | 22.75 | 144.1% | 25.7% | 20.85 | 161.6% | 15.8% |
| 50Δ | 21.65 | 145.3% | 22.0% | 22.08 | 161.7% | 13.7% |
| 55Δ | 20.56 | 145.4% | 18.6% | 23.43 | 162.8% | 11.8% |
| 60Δ | 19.52 | 146.6% | 15.6% | 24.79 | 161.7% | 9.8% |
| 65Δ | 18.49 | 146.0% | 12.7% | 26.46 | 163.7% | 8.2% |
| 70Δ | 17.46 | 145.3% | 10.2% | 28.60 | 168.5% | 6.7% |
| 75Δ | 16.43 | 143.9% | 7.8% | 31.03 | 171.9% | 5.2% |
| 80Δ | 15.38 | 142.3% | 5.8% | 33.86 | 173.5% | 3.8% |
| Date | IV |
|---|---|
| 143.65% |