Share price$14.22
1D+1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:30:47.543Z
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 · 2026-10-22T20:10:00.002693805Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.33 | 101.4% | 38.5% | 12.88 | 40.8% | 11.1% |
| 25Δ | 17.78 | 78.6% | 27.5% | 13.11 | 40.5% | 10.1% |
| 30Δ | 16.22 | 55.9% | 16.4% | 13.34 | 40.1% | 9.2% |
| 35Δ | 14.94 | 38.9% | 7.7% | 13.57 | 39.7% | 8.2% |
| 40Δ | 14.65 | 42.8% | 7.1% | 13.79 | 39.4% | 7.2% |
| 45Δ | 14.36 | 46.7% | 6.6% | 14.02 | 39.0% | 6.2% |
| 50Δ | 14.08 | 50.6% | 6.1% | 14.25 | 38.7% | 5.2% |
| 55Δ | 13.79 | 54.4% | 5.6% | 14.48 | 38.3% | 4.2% |
| 60Δ | 13.50 | 58.3% | 5.0% | 14.71 | 38.0% | 3.2% |
| 65Δ | 13.21 | 62.2% | 4.5% | 14.94 | 37.6% | 2.2% |
| 70Δ | 12.93 | 66.1% | 4.0% | 15.61 | 46.2% | 1.8% |
| 75Δ | 12.64 | 69.9% | 3.5% | 16.45 | 58.2% | 1.7% |
| 80Δ | 11.74 | 86.8% | 3.0% | 17.29 | 70.1% | 1.6% |
No recorded observations