Share price$15.07
1D-1.6%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:01:26.783Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:25.182758001Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:26.280518+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.87 | 77.8% | 6.0% | 14.41 | 71.4% | 4.9% |
| 25Δ | 15.69 | 74.6% | 5.0% | 14.57 | 67.9% | 4.1% |
| 30Δ | 15.52 | 71.4% | 4.0% | 14.67 | 65.5% | 3.5% |
| 35Δ | 15.41 | 71.0% | 3.5% | 14.78 | 63.0% | 3.0% |
| 40Δ | 15.30 | 71.0% | 3.1% | 14.89 | 60.5% | 2.5% |
| 45Δ | 15.20 | 71.0% | 2.7% | 15.00 | 58.1% | 1.9% |
| 50Δ | 15.09 | 70.9% | 2.3% | 15.09 | 58.9% | 1.7% |
| 55Δ | 14.99 | 70.9% | 1.9% | 15.19 | 59.8% | 1.5% |
| 60Δ | 14.88 | 71.1% | 1.6% | 15.28 | 60.7% | 1.3% |
| 65Δ | 14.77 | 71.2% | 1.4% | 15.37 | 61.6% | 1.1% |
| 70Δ | 14.66 | 71.3% | 1.1% | 15.46 | 62.5% | 0.9% |
| 75Δ | 14.55 | 71.5% | 0.9% | 15.59 | 63.7% | 0.7% |
| 80Δ | 14.29 | 86.1% | 0.7% | 15.75 | 65.1% | 0.5% |
| Date | IV |
|---|---|
| 62.12% | |
| 65.20% |