Share price$15.55
1D+0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:06:37.515Z
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 · 2026-10-22T20:10:00.003885345Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.72 | 85.8% | 29.2% | 13.43 | 70.9% | 16.1% |
| 25Δ | 17.89 | 62.8% | 17.4% | 14.17 | 56.2% | 11.4% |
| 30Δ | 16.95 | 48.6% | 11.4% | 14.59 | 49.6% | 9.0% |
| 35Δ | 16.50 | 40.2% | 8.5% | 15.00 | 43.1% | 6.6% |
| 40Δ | 16.05 | 31.8% | 5.6% | 15.20 | 40.2% | 5.7% |
| 45Δ | 15.86 | 29.9% | 4.8% | 15.39 | 37.4% | 4.7% |
| 50Δ | 15.71 | 28.8% | 4.2% | 15.58 | 34.5% | 3.8% |
| 55Δ | 15.56 | 27.7% | 3.6% | 15.78 | 31.7% | 2.9% |
| 60Δ | 15.41 | 26.6% | 3.0% | 15.97 | 28.8% | 1.9% |
| 65Δ | 15.26 | 25.5% | 2.4% | 16.22 | 29.6% | 1.6% |
| 70Δ | 15.10 | 24.4% | 1.8% | 16.48 | 31.1% | 1.3% |
| 75Δ | 14.93 | 23.6% | 1.3% | 16.73 | 32.5% | 1.0% |
| 80Δ | 14.70 | 23.4% | 1.0% | 16.99 | 34.0% | 0.7% |
| Date | IV |
|---|---|
| 25.97% | |
| 28.93% |