Share price$18.70
1D-0.6%
Sold putSold call
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Market dataready · fetched 2026-10-23T15:45:10.687Z
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 · 2026-10-23T15:24:37.165735918Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T15:45:08.954374+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.49 | 84.2% | 28.0% | 15.86 | 82.9% | 18.1% |
| 25Δ | 22.04 | 74.8% | 20.7% | 16.53 | 80.0% | 15.3% |
| 30Δ | 21.37 | 74.6% | 17.9% | 17.13 | 78.4% | 13.1% |
| 35Δ | 20.76 | 74.7% | 15.4% | 17.66 | 77.3% | 11.3% |
| 40Δ | 20.20 | 74.8% | 13.3% | 18.18 | 76.7% | 9.7% |
| 45Δ | 19.68 | 74.7% | 11.5% | 18.68 | 77.0% | 8.4% |
| 50Δ | 19.16 | 74.4% | 9.8% | 19.19 | 77.0% | 7.2% |
| 55Δ | 18.67 | 75.0% | 8.4% | 19.71 | 76.7% | 6.1% |
| 60Δ | 18.18 | 76.0% | 7.1% | 20.25 | 76.6% | 5.1% |
| 65Δ | 17.67 | 76.7% | 6.0% | 20.83 | 76.7% | 4.2% |
| 70Δ | 17.15 | 77.1% | 4.9% | 21.55 | 78.4% | 3.4% |
| 75Δ | 16.59 | 77.6% | 3.9% | 22.31 | 79.5% | 2.6% |
| 80Δ | 16.00 | 78.1% | 2.9% | 23.11 | 79.1% | 1.8% |
| Date | IV |
|---|---|
| 90.58% | |
| 107.50% |