Share price$20.07
1D+2.2%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:43:55.995Z
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 · 2026-10-23T16:43:04.626305344Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 31.93 | 156.6% | 63.1% | 15.22 | 163.8% | 30.6% |
| 25Δ | 29.21 | 151.1% | 50.7% | 16.48 | 158.8% | 26.3% |
| 30Δ | 27.04 | 146.4% | 41.0% | 17.61 | 156.1% | 22.8% |
| 35Δ | 25.62 | 147.5% | 35.5% | 18.72 | 158.2% | 20.2% |
| 40Δ | 24.25 | 146.8% | 30.2% | 19.79 | 154.6% | 17.4% |
| 45Δ | 22.99 | 146.1% | 25.5% | 20.93 | 155.5% | 15.2% |
| 50Δ | 21.83 | 145.0% | 21.5% | 22.11 | 156.2% | 13.1% |
| 55Δ | 20.72 | 143.1% | 17.8% | 23.49 | 160.0% | 11.4% |
| 60Δ | 19.71 | 144.9% | 15.0% | 24.83 | 159.6% | 9.6% |
| 65Δ | 18.70 | 145.2% | 12.4% | 26.61 | 164.1% | 8.1% |
| 70Δ | 17.70 | 140.4% | 9.5% | 28.33 | 163.8% | 6.5% |
| 75Δ | 16.65 | 143.5% | 7.6% | 30.92 | 169.5% | 5.1% |
| 80Δ | 15.57 | 144.6% | 5.8% | 33.51 | 170.0% | 3.7% |
| Date | IV |
|---|---|
| 143.65% | |
| 147.45% |