Share price$13.88
1D+0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T05:35:27.214Z
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 · 2026-10-21T20:00:00.119090494Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.68 | 103.7% | 37.5% | 11.47 | 95.5% | 20.8% |
| 25Δ | 16.66 | 77.3% | 22.9% | 12.27 | 77.1% | 15.2% |
| 30Δ | 15.61 | 60.3% | 15.3% | 12.80 | 67.3% | 11.8% |
| 35Δ | 14.68 | 36.4% | 7.9% | 13.22 | 64.5% | 9.8% |
| 40Δ | 13.57 | 65.9% | 8.8% | |||
| 45Δ | 13.92 | 67.3% | 7.8% | |||
| 50Δ | 14.27 | 68.8% | 6.8% | |||
| 55Δ | 14.61 | 70.2% | 5.8% | |||
| 60Δ | 14.96 | 71.6% | 4.8% | |||
| 65Δ | 15.98 | 94.0% | 5.1% | |||
| 70Δ | 17.58 | 114.0% | 4.8% | |||
| 75Δ | 20.23 | 135.1% | 4.1% | |||
| 80Δ | 22.88 | 156.3% | 3.4% | |||
No recorded observations