Share price$12.93
1D+1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:29:00.981Z
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 · 2026-10-22T20:10:00.002254655Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.49 | 106.3% | 38.1% | 10.50 | 96.9% | 21.9% |
| 25Δ | 17.01 | 98.3% | 34.6% | 11.08 | 83.7% | 17.7% |
| 30Δ | 16.53 | 90.4% | 31.1% | 11.66 | 70.5% | 13.5% |
| 35Δ | 16.05 | 82.5% | 27.6% | 12.25 | 57.4% | 9.2% |
| 40Δ | 15.57 | 74.6% | 24.1% | 12.74 | 55.3% | 7.1% |
| 45Δ | 15.09 | 66.6% | 20.5% | 13.15 | 61.8% | 6.6% |
| 50Δ | 14.61 | 58.7% | 17.0% | 13.57 | 68.3% | 6.1% |
| 55Δ | 14.13 | 50.8% | 13.5% | 13.99 | 74.8% | 5.7% |
| 60Δ | 13.65 | 42.9% | 10.0% | 14.41 | 81.4% | 5.2% |
| 65Δ | 13.17 | 35.0% | 6.4% | 14.83 | 87.9% | 4.7% |
| 70Δ | 12.69 | 27.0% | 2.9% | 16.31 | 113.3% | 4.7% |
| 75Δ | 18.96 | 149.8% | 4.6% | |||
| 80Δ | 24.27 | 197.6% | 4.2% | |||
| Date | IV |
|---|---|
| 48.59% |