Share price$16.42
1D+6.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:26:01.719Z
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 · 2026-10-22T00:00:01.156873936Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.35 | 154.9% | 64.6% | 12.64 | 147.5% | 28.8% |
| 25Δ | 23.82 | 146.7% | 50.2% | 13.60 | 143.0% | 24.7% |
| 30Δ | 22.74 | 154.1% | 45.2% | 14.47 | 141.4% | 21.5% |
| 35Δ | 21.16 | 149.1% | 36.9% | 15.30 | 143.2% | 19.0% |
| 40Δ | 20.01 | 148.9% | 31.4% | 16.16 | 146.0% | 16.8% |
| 45Δ | 18.97 | 149.3% | 26.9% | 17.06 | 148.8% | 14.9% |
| 50Δ | 18.06 | 152.4% | 23.4% | 17.86 | 142.9% | 12.4% |
| 55Δ | 17.00 | 143.9% | 18.3% | 18.78 | 142.4% | 10.6% |
| 60Δ | 16.18 | 150.0% | 16.0% | 19.81 | 143.5% | 8.9% |
| 65Δ | 15.31 | 151.5% | 13.3% | 20.99 | 145.5% | 7.4% |
| 70Δ | 14.44 | 148.7% | 10.5% | 22.57 | 151.2% | 6.2% |
| 75Δ | 13.56 | 147.7% | 8.1% | 23.84 | 146.9% | 4.6% |
| 80Δ | 12.60 | 149.7% | 6.2% | 25.51 | 145.9% | 3.3% |
No recorded observations