Share price$15.75
1D+3.1%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T14:26:51.658Z
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 · 2026-10-22T14:26:40.218947488Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.91 | 200.0% | 94.9% | 13.09 | 89.2% | 20.2% |
| 25Δ | 26.44 | 189.7% | 74.2% | 13.66 | 87.5% | 17.6% |
| 30Δ | 21.78 | 151.4% | 44.9% | 14.23 | 85.8% | 15.1% |
| 35Δ | 17.23 | 65.3% | 13.6% | 14.80 | 84.1% | 12.5% |
| 40Δ | 16.84 | 67.8% | 12.4% | 15.38 | 86.7% | 10.9% |
| 45Δ | 16.45 | 70.2% | 11.2% | 15.97 | 91.5% | 9.9% |
| 50Δ | 16.05 | 72.7% | 9.9% | 16.56 | 96.4% | 8.9% |
| 55Δ | 15.66 | 75.1% | 8.7% | 17.15 | 101.3% | 7.9% |
| 60Δ | 15.27 | 77.5% | 7.5% | 17.92 | 106.9% | 6.9% |
| 65Δ | 18.96 | 113.7% | 6.0% | |||
| 70Δ | 20.01 | 120.7% | 5.1% | |||
| 75Δ | 24.08 | 163.6% | 5.0% | |||
| 80Δ | ||||||
| Date | IV |
|---|---|
| 83.18% | |
| 80.33% |