Share price$14.04
1D-1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:38:35.374Z
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 · 2026-10-21T23:00:00.002325759Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.92 | 133.1% | 52.6% | 12.68 | 43.2% | 11.2% |
| 25Δ | 17.73 | 85.5% | 29.2% | 12.88 | 41.8% | 10.3% |
| 30Δ | 15.00 | 38.6% | 8.8% | 13.08 | 40.5% | 9.4% |
| 35Δ | 14.60 | 42.8% | 8.2% | 13.28 | 39.2% | 8.5% |
| 40Δ | 14.20 | 47.0% | 7.6% | 13.49 | 37.9% | 7.5% |
| 45Δ | 13.80 | 51.2% | 7.0% | 13.69 | 36.5% | 6.6% |
| 50Δ | 13.41 | 55.4% | 6.4% | 13.89 | 35.2% | 5.7% |
| 55Δ | 13.01 | 59.6% | 5.7% | 14.09 | 33.9% | 4.8% |
| 60Δ | 12.61 | 63.8% | 5.1% | 14.29 | 32.6% | 3.9% |
| 65Δ | 12.21 | 68.0% | 4.5% | 14.49 | 31.3% | 3.0% |
| 70Δ | 11.81 | 72.2% | 3.9% | 14.69 | 29.9% | 2.0% |
| 75Δ | 11.42 | 76.4% | 3.3% | 14.89 | 28.6% | 1.1% |
| 80Δ | 11.02 | 80.5% | 2.7% | 16.92 | 49.0% | 0.7% |
No recorded observations