Share price$14.45
1D-1.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:13:16.364Z
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 · 2026-10-22T15:13:13.294476981Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.90 | 152.5% | 62.5% | 11.09 | 150.7% | 29.2% |
| 25Δ | 22.06 | 163.6% | 58.3% | 11.93 | 147.9% | 25.2% |
| 30Δ | 19.83 | 150.2% | 43.9% | 12.71 | 145.7% | 22.0% |
| 35Δ | 19.03 | 158.6% | 40.1% | 13.46 | 144.6% | 19.2% |
| 40Δ | 17.96 | 159.0% | 34.4% | 14.21 | 144.9% | 16.7% |
| 45Δ | 16.87 | 155.9% | 28.5% | 15.00 | 147.1% | 14.7% |
| 50Δ | 16.01 | 158.4% | 24.6% | 15.79 | 146.3% | 12.7% |
| 55Δ | 15.09 | 154.0% | 20.0% | 16.69 | 148.4% | 10.9% |
| 60Δ | 14.28 | 155.3% | 16.8% | 17.58 | 147.9% | 9.2% |
| 65Δ | 13.48 | 155.9% | 13.9% | 18.56 | 147.4% | 7.5% |
| 70Δ | 12.68 | 156.0% | 11.1% | 19.66 | 146.9% | 6.0% |
| 75Δ | 11.86 | 156.7% | 8.7% | 21.58 | 156.6% | 4.8% |
| 80Δ | 10.99 | 159.0% | 6.5% | 23.43 | 158.7% | 3.6% |
No recorded observations