Share price$14.55
1D-2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:22:07.874Z
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 · 2026-10-22T21:17:56.155694196Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.85 | 150.6% | 61.0% | 11.11 | 155.2% | 29.8% |
| 25Δ | 20.85 | 144.0% | 48.3% | 11.94 | 157.1% | 26.4% |
| 30Δ | 19.76 | 146.6% | 42.2% | 12.76 | 160.0% | 23.5% |
| 35Δ | 18.67 | 147.3% | 36.3% | 13.58 | 159.2% | 20.6% |
| 40Δ | 17.78 | 150.1% | 31.9% | 14.41 | 159.1% | 18.0% |
| 45Δ | 16.66 | 142.9% | 25.5% | 15.26 | 159.4% | 15.7% |
| 50Δ | 15.81 | 141.5% | 21.3% | 16.07 | 155.4% | 13.3% |
| 55Δ | 15.03 | 140.9% | 17.8% | 16.99 | 156.0% | 11.4% |
| 60Δ | 14.30 | 145.2% | 15.4% | 18.26 | 163.9% | 9.9% |
| 65Δ | 13.57 | 143.7% | 12.6% | 19.57 | 167.2% | 8.3% |
| 70Δ | 12.83 | 139.1% | 9.6% | 20.65 | 163.1% | 6.6% |
| 75Δ | 12.10 | 139.0% | 7.5% | 22.52 | 168.4% | 5.1% |
| 80Δ | 11.23 | 145.5% | 5.9% | 24.74 | 172.4% | 3.8% |
No recorded observations