Share price$18.66
1D-0.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T00:42:08.306Z
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 · 2026-10-23T00:00:01.302150122Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T00:42:07.960442+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.65 | 86.0% | 29.2% | 15.66 | 87.6% | 19.2% |
| 25Δ | 22.18 | 76.6% | 21.8% | 16.39 | 84.0% | 16.2% |
| 30Δ | 21.42 | 75.3% | 18.4% | 17.05 | 80.8% | 13.6% |
| 35Δ | 20.80 | 75.8% | 16.0% | 17.59 | 80.8% | 11.9% |
| 40Δ | 20.26 | 77.3% | 14.1% | 18.13 | 80.5% | 10.3% |
| 45Δ | 19.71 | 77.1% | 12.2% | 18.66 | 79.3% | 8.8% |
| 50Δ | 19.16 | 75.6% | 10.2% | 19.19 | 78.6% | 7.4% |
| 55Δ | 18.64 | 75.1% | 8.6% | 19.74 | 78.9% | 6.3% |
| 60Δ | 18.14 | 75.0% | 7.2% | 20.33 | 79.5% | 5.3% |
| 65Δ | 17.63 | 75.4% | 6.0% | 20.96 | 80.5% | 4.4% |
| 70Δ | 17.11 | 75.9% | 4.9% | 21.55 | 78.5% | 3.4% |
| 75Δ | 16.55 | 76.5% | 3.9% | 22.37 | 79.9% | 2.6% |
| 80Δ | 15.96 | 77.2% | 3.0% | 23.75 | 87.3% | 2.1% |
| Date | IV |
|---|---|
| 90.58% |