Share price$13.64
1D+1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:13:24.961Z
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 · 2026-10-22T20:00:09.482896606Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.54 | 90.7% | 31.1% | 11.08 | 98.6% | 22.4% |
| 25Δ | 16.92 | 90.8% | 27.5% | 11.69 | 95.4% | 19.0% |
| 30Δ | 16.32 | 91.0% | 24.1% | 12.31 | 92.1% | 15.5% |
| 35Δ | 15.72 | 91.2% | 20.7% | 12.80 | 90.6% | 13.4% |
| 40Δ | 15.12 | 91.3% | 17.2% | 13.24 | 89.9% | 11.8% |
| 45Δ | 14.65 | 90.0% | 15.0% | 13.68 | 89.2% | 10.3% |
| 50Δ | 14.21 | 88.3% | 13.0% | 14.13 | 88.5% | 8.8% |
| 55Δ | 13.77 | 86.6% | 11.1% | 14.57 | 87.8% | 7.3% |
| 60Δ | 13.33 | 84.8% | 9.1% | 15.01 | 87.2% | 5.8% |
| 65Δ | 12.89 | 83.1% | 7.1% | 15.94 | 96.2% | 5.1% |
| 70Δ | 12.43 | 82.2% | 5.3% | 16.86 | 105.1% | 4.4% |
| 75Δ | 11.80 | 87.2% | 4.4% | 18.03 | 115.1% | 3.7% |
| 80Δ | 11.17 | 92.2% | 3.5% | 19.78 | 127.3% | 3.0% |
| Date | IV |
|---|---|
| 71.93% | |
| 77.00% |