Share price$13.35
1D-3.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:22:26.257Z
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 · 2026-10-22T20:46:34.137108155Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 31.46 | 252.7% | 141.6% | 9.60 | 224.1% | 38.0% |
| 25Δ | 23.33 | 204.3% | 81.3% | 10.68 | 213.3% | 32.6% |
| 30Δ | 20.20 | 185.4% | 59.1% | 11.75 | 222.4% | 29.5% |
| 35Δ | 18.56 | 180.4% | 48.3% | 12.82 | 224.9% | 26.2% |
| 40Δ | 17.26 | 178.2% | 40.4% | 14.04 | 231.2% | 23.5% |
| 45Δ | 16.18 | 177.8% | 34.1% | 15.23 | 229.8% | 20.5% |
| 50Δ | 14.95 | 166.5% | 26.4% | 16.67 | 234.5% | 18.0% |
| 55Δ | 14.08 | 165.5% | 22.0% | 17.64 | 223.2% | 14.9% |
| 60Δ | 13.25 | 161.5% | 17.7% | 18.99 | 219.9% | 12.4% |
| 65Δ | 12.46 | 164.4% | 14.8% | 20.80 | 223.0% | 10.3% |
| 70Δ | 11.69 | 167.8% | 12.2% | 22.84 | 224.9% | 8.4% |
| 75Δ | 10.89 | 167.3% | 9.4% | 24.68 | 220.1% | 6.4% |
| 80Δ | 10.07 | 166.7% | 6.9% | 26.96 | 216.4% | 4.5% |
No recorded observations