Share price$13.21
1D+2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:53:46.621Z
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 · 2026-10-22T20:10:00.003358615Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.70 | 103.3% | 36.8% | 10.73 | 96.2% | 21.8% |
| 25Δ | 17.05 | 95.3% | 32.3% | 11.44 | 79.7% | 16.6% |
| 30Δ | 16.58 | 89.1% | 29.2% | 12.15 | 63.3% | 11.5% |
| 35Δ | 16.12 | 83.0% | 26.1% | 12.77 | 63.5% | 9.0% |
| 40Δ | 15.65 | 76.9% | 23.0% | 13.30 | 79.7% | 9.2% |
| 45Δ | 15.18 | 70.8% | 19.8% | 13.83 | 95.8% | 9.3% |
| 50Δ | 14.71 | 64.6% | 16.7% | 14.37 | 111.9% | 9.4% |
| 55Δ | 14.24 | 58.5% | 13.6% | 14.90 | 128.0% | 9.5% |
| 60Δ | 13.77 | 52.4% | 10.5% | 16.02 | 141.6% | 8.8% |
| 65Δ | 13.30 | 46.2% | 7.3% | 17.28 | 154.6% | 7.8% |
| 70Δ | 12.83 | 40.1% | 4.2% | 21.84 | 213.6% | 8.0% |
| 75Δ | 12.33 | 37.9% | 1.9% | 23.67 | 211.0% | 6.3% |
| 80Δ | 11.73 | 44.9% | 1.6% | 24.98 | 200.2% | 4.3% |
| Date | IV |
|---|---|
| 59.21% |