Share price$12.45
1D
Price history unavailable.
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Market datapartial · fetched 2026-10-22T10:49:47.068Z
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 · 2026-10-22T10:48:01.410598013Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.62 | 188.4% | 86.5% | 9.62 | 143.0% | 28.2% |
| 25Δ | 20.65 | 187.8% | 72.1% | 10.34 | 139.6% | 24.3% |
| 30Δ | 19.49 | 195.3% | 64.7% | 10.98 | 139.5% | 21.2% |
| 35Δ | 17.81 | 190.8% | 52.8% | 11.57 | 132.3% | 18.0% |
| 40Δ | 16.97 | 202.1% | 48.4% | 12.15 | 125.9% | 15.0% |
| 45Δ | 15.85 | 204.2% | 41.7% | 12.68 | 122.3% | 12.8% |
| 50Δ | 14.79 | 206.4% | 35.6% | 13.21 | 119.0% | 10.7% |
| 55Δ | 13.91 | 215.0% | 31.6% | 13.73 | 116.1% | 9.0% |
| 60Δ | 12.84 | 212.7% | 25.7% | 14.22 | 112.2% | 7.3% |
| 65Δ | 11.93 | 221.1% | 22.0% | 14.69 | 107.4% | 5.8% |
| 70Δ | 10.98 | 232.8% | 18.8% | 15.22 | 104.1% | 4.5% |
| 75Δ | 9.96 | 257.0% | 16.7% | 15.88 | 103.6% | 3.4% |
| 80Δ | 8.79 | 264.8% | 12.9% | 16.40 | 98.2% | 2.4% |
No recorded observations