Share price$13.60
1D+2.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:41:40.147Z
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 · 2026-10-21T23:34:49.463804992Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.53 | 91.5% | 31.5% | 11.09 | 96.7% | 22.1% |
| 25Δ | 16.93 | 92.7% | 28.1% | 11.67 | 94.7% | 18.9% |
| 30Δ | 16.36 | 94.2% | 25.0% | 12.26 | 92.8% | 15.7% |
| 35Δ | 15.78 | 95.6% | 21.8% | 12.76 | 91.3% | 13.4% |
| 40Δ | 15.20 | 97.0% | 18.6% | 13.19 | 90.2% | 11.9% |
| 45Δ | 14.69 | 97.1% | 16.1% | 13.63 | 89.1% | 10.4% |
| 50Δ | 14.21 | 96.6% | 14.1% | 14.06 | 87.9% | 8.8% |
| 55Δ | 13.73 | 96.0% | 12.0% | 14.50 | 86.8% | 7.3% |
| 60Δ | 13.25 | 95.5% | 10.0% | 14.93 | 85.7% | 5.7% |
| 65Δ | 12.77 | 94.9% | 7.9% | 15.61 | 88.1% | 4.8% |
| 70Δ | 12.20 | 97.5% | 6.3% | 16.32 | 91.2% | 4.0% |
| 75Δ | 11.53 | 104.0% | 5.3% | 17.03 | 94.3% | 3.1% |
| 80Δ | 10.85 | 110.5% | 4.3% | 17.95 | 97.6% | 2.3% |
No recorded observations