Share price$15.07
1D-1.8%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:52:50.075Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:52:41.717193499Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:49.968368+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.85 | 75.2% | 5.8% | 14.41 | 71.7% | 5.0% |
| 25Δ | 15.65 | 68.8% | 4.6% | 14.57 | 69.0% | 4.1% |
| 30Δ | 15.47 | 64.2% | 3.6% | 14.68 | 67.8% | 3.6% |
| 35Δ | 15.38 | 64.3% | 3.2% | 14.78 | 66.6% | 3.1% |
| 40Δ | 15.28 | 64.4% | 2.8% | 14.89 | 65.4% | 2.6% |
| 45Δ | 15.19 | 64.5% | 2.4% | 15.00 | 64.2% | 2.1% |
| 50Δ | 15.09 | 64.5% | 2.1% | 15.09 | 64.1% | 1.9% |
| 55Δ | 15.00 | 64.6% | 1.7% | 15.19 | 64.1% | 1.6% |
| 60Δ | 14.90 | 64.2% | 1.5% | 15.28 | 64.0% | 1.4% |
| 65Δ | 14.80 | 63.8% | 1.2% | 15.38 | 63.9% | 1.1% |
| 70Δ | 14.71 | 63.4% | 1.0% | 15.47 | 63.8% | 0.9% |
| 75Δ | 14.61 | 63.0% | 0.8% | 15.64 | 68.2% | 0.7% |
| 80Δ | 14.51 | 62.6% | 0.6% | 15.84 | 74.4% | 0.6% |
| Date | IV |
|---|---|
| 62.12% | |
| 65.20% |