Share price$15.89
1D-1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T08:10:14.589Z
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 · 2026-10-21T23:00:00.003302685Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.30 | 96.1% | 20.9% | |||
| 25Δ | 19.08 | 76.5% | 22.9% | 13.82 | 105.2% | 19.6% |
| 30Δ | 17.44 | 53.2% | 12.5% | 14.34 | 114.4% | 18.3% |
| 35Δ | 17.08 | 58.7% | 11.8% | 14.86 | 123.5% | 17.0% |
| 40Δ | 16.73 | 64.2% | 11.1% | 15.38 | 119.8% | 14.9% |
| 45Δ | 16.37 | 69.6% | 10.4% | 15.90 | 111.5% | 12.6% |
| 50Δ | 16.02 | 75.1% | 9.7% | 16.42 | 103.2% | 10.4% |
| 55Δ | 15.66 | 80.6% | 8.9% | 16.94 | 94.9% | 8.1% |
| 60Δ | 15.31 | 86.1% | 8.2% | 17.45 | 86.6% | 5.8% |
| 65Δ | 14.90 | 91.6% | 7.5% | 18.61 | 98.3% | 5.2% |
| 70Δ | 14.20 | 97.9% | 6.4% | 19.82 | 111.9% | 4.7% |
| 75Δ | 13.50 | 104.1% | 5.4% | 22.44 | 137.7% | 4.4% |
| 80Δ | 12.80 | 110.3% | 4.3% | |||
No recorded observations