Share price$14.18
1D+1.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T17:09:32.927Z
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 · 2026-10-22T17:09:29.068128112Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.72 | 112.6% | 48.8% | 12.80 | 42.7% | 11.4% |
| 25Δ | 18.71 | 87.4% | 34.5% | 13.02 | 42.0% | 10.4% |
| 30Δ | 16.70 | 62.1% | 20.3% | 13.25 | 41.2% | 9.4% |
| 35Δ | 14.95 | 41.7% | 8.2% | 13.48 | 40.5% | 8.4% |
| 40Δ | 14.64 | 47.5% | 7.8% | 13.70 | 39.7% | 7.4% |
| 45Δ | 14.33 | 53.2% | 7.3% | 13.93 | 39.0% | 6.3% |
| 50Δ | 14.01 | 58.9% | 6.8% | 14.16 | 38.2% | 5.3% |
| 55Δ | 13.70 | 64.6% | 6.4% | 14.38 | 37.5% | 4.3% |
| 60Δ | 13.39 | 70.3% | 5.9% | 14.61 | 36.7% | 3.3% |
| 65Δ | 13.08 | 76.0% | 5.4% | 14.84 | 36.0% | 2.3% |
| 70Δ | 12.76 | 81.7% | 5.0% | 15.84 | 45.8% | 1.6% |
| 75Δ | 12.30 | 90.3% | 4.5% | 18.92 | 83.8% | 1.9% |
| 80Δ | 11.01 | 114.1% | 3.8% | 22.00 | 121.8% | 2.1% |
No recorded observations