Share price$18.69
1D-0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:51:29.629Z
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 · 2026-10-22T22:46:16.439204558Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.67 | 85.6% | 29.0% | 15.68 | 88.0% | 19.3% |
| 25Δ | 22.20 | 76.4% | 21.7% | 16.41 | 84.4% | 16.2% |
| 30Δ | 21.43 | 74.8% | 18.3% | 17.07 | 81.3% | 13.7% |
| 35Δ | 20.81 | 75.3% | 15.9% | 17.62 | 81.3% | 12.0% |
| 40Δ | 20.28 | 76.6% | 14.0% | 18.16 | 81.0% | 10.3% |
| 45Δ | 19.73 | 76.5% | 12.1% | 18.69 | 79.8% | 8.8% |
| 50Δ | 19.18 | 75.0% | 10.1% | 19.23 | 79.3% | 7.5% |
| 55Δ | 18.67 | 74.3% | 8.5% | 19.79 | 79.7% | 6.4% |
| 60Δ | 18.17 | 74.2% | 7.1% | 20.39 | 80.5% | 5.4% |
| 65Δ | 17.67 | 74.3% | 5.9% | 21.03 | 81.4% | 4.4% |
| 70Δ | 17.16 | 74.7% | 4.8% | 21.63 | 79.4% | 3.5% |
| 75Δ | 16.60 | 75.1% | 3.8% | 22.58 | 82.9% | 2.7% |
| 80Δ | 16.03 | 75.5% | 2.9% | 23.95 | 89.6% | 2.1% |
| Date | IV |
|---|---|
| 90.58% |