Share price$15.08
1D-2.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:24:02.075Z
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 · 2026-10-21T23:00:00.001853561Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.18 | 94.7% | 36.3% | 12.61 | 89.8% | 19.7% |
| 25Δ | 18.84 | 89.4% | 28.2% | 13.12 | 90.2% | 17.7% |
| 30Δ | 22.71 | 176.4% | 58.0% | 13.62 | 90.5% | 15.7% |
| 35Δ | 19.69 | 148.0% | 38.5% | 14.13 | 90.8% | 13.7% |
| 40Δ | 18.57 | 131.6% | 31.4% | 14.64 | 91.1% | 11.7% |
| 45Δ | 17.45 | 115.2% | 24.3% | 15.16 | 91.7% | 10.0% |
| 50Δ | 16.33 | 98.8% | 17.2% | 15.74 | 93.1% | 8.8% |
| 55Δ | 15.21 | 82.3% | 10.1% | 16.31 | 94.5% | 7.6% |
| 60Δ | 14.47 | 91.9% | 8.5% | 16.89 | 95.9% | 6.4% |
| 65Δ | 13.83 | 107.6% | 8.1% | 17.46 | 97.3% | 5.2% |
| 70Δ | 13.18 | 123.2% | 7.8% | 18.72 | 107.5% | 4.5% |
| 75Δ | 12.53 | 138.8% | 7.4% | 20.06 | 118.4% | 3.8% |
| 80Δ | 11.81 | 132.8% | 5.8% | 24.12 | 140.8% | 3.0% |
No recorded observations