Share price$14.52
1D+1.9%
Sold putSold call
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Market datapartial · fetched 2026-10-22T19:31:38.170Z
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 · 2026-10-22T19:31:12.363889474Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.16 | 59.2% | 20.0% | 12.85 | 54.3% | 13.6% |
| 25Δ | 16.71 | 56.6% | 17.3% | 13.16 | 54.0% | 12.2% |
| 30Δ | 16.25 | 53.9% | 14.6% | 13.46 | 53.7% | 10.9% |
| 35Δ | 15.79 | 51.3% | 11.9% | 13.77 | 53.4% | 9.6% |
| 40Δ | 15.33 | 48.7% | 9.3% | 14.07 | 53.1% | 8.3% |
| 45Δ | 14.90 | 48.0% | 7.2% | 14.38 | 52.8% | 6.9% |
| 50Δ | 14.55 | 52.8% | 6.6% | 14.69 | 52.5% | 5.6% |
| 55Δ | 14.19 | 57.5% | 6.0% | 14.99 | 52.2% | 4.3% |
| 60Δ | 13.83 | 62.2% | 5.4% | 16.63 | 68.5% | 3.9% |
| 65Δ | 13.47 | 66.9% | 4.9% | 18.30 | 85.3% | 3.6% |
| 70Δ | 13.11 | 71.7% | 4.3% | 19.97 | 102.1% | 3.2% |
| 75Δ | 12.76 | 76.4% | 3.7% | 21.64 | 118.9% | 2.9% |
| 80Δ | 12.22 | 83.2% | 3.1% | 23.31 | 135.7% | 2.5% |
| Date | IV |
|---|---|
| 55.53% | |
| 57.92% |