Share price$13.06
1D-16.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T06:09:07.404Z
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 · 2026-10-23T00:00:01.738287707Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:09:06.913432+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.27 | 216.9% | 106.4% | 9.41 | 223.2% | 37.7% |
| 25Δ | 23.79 | 217.0% | 89.0% | 10.45 | 221.6% | 33.1% |
| 30Δ | 21.43 | 213.2% | 72.7% | 11.46 | 222.2% | 29.2% |
| 35Δ | 19.73 | 213.4% | 61.6% | 12.52 | 225.0% | 26.0% |
| 40Δ | 18.22 | 213.0% | 52.0% | 13.56 | 223.5% | 22.7% |
| 45Δ | 16.83 | 214.2% | 43.6% | 14.69 | 223.3% | 19.8% |
| 50Δ | 15.66 | 215.5% | 37.0% | 15.74 | 218.8% | 17.0% |
| 55Δ | 14.60 | 219.8% | 31.8% | 17.29 | 224.6% | 14.8% |
| 60Δ | 13.53 | 220.4% | 26.4% | 18.50 | 219.5% | 12.3% |
| 65Δ | 12.47 | 219.8% | 21.3% | 20.11 | 220.3% | 10.2% |
| 70Δ | 11.47 | 221.6% | 17.2% | 21.57 | 215.3% | 8.1% |
| 75Δ | 10.45 | 221.2% | 13.3% | 23.37 | 212.3% | 6.2% |
| 80Δ | 9.41 | 222.3% | 10.0% | 25.37 | 208.1% | 4.4% |
| Date | IV |
|---|---|
| 167.97% | |
| 172.09% |