Share price$14.49
1D+1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:28:47.159Z
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 · 2026-10-22T22:30:00.004501169Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.44 | 68.0% | 22.3% | 12.84 | 54.0% | 13.5% |
| 25Δ | 16.91 | 63.6% | 19.1% | 13.15 | 53.9% | 12.2% |
| 30Δ | 16.39 | 59.2% | 15.9% | 13.45 | 53.7% | 10.9% |
| 35Δ | 15.87 | 54.8% | 12.8% | 13.76 | 53.5% | 9.6% |
| 40Δ | 15.35 | 50.4% | 9.6% | 14.06 | 53.4% | 8.3% |
| 45Δ | 14.88 | 49.1% | 7.3% | 14.36 | 53.2% | 7.0% |
| 50Δ | 14.52 | 54.0% | 6.7% | 14.67 | 53.0% | 5.7% |
| 55Δ | 14.16 | 58.9% | 6.2% | 14.97 | 52.9% | 4.4% |
| 60Δ | 13.80 | 63.8% | 5.6% | 16.39 | 64.8% | 3.8% |
| 65Δ | 13.44 | 68.7% | 5.0% | 17.91 | 78.0% | 3.4% |
| 70Δ | 13.08 | 73.5% | 4.4% | 19.44 | 91.1% | 2.9% |
| 75Δ | 12.72 | 78.4% | 3.9% | 20.96 | 104.3% | 2.5% |
| 80Δ | 12.11 | 86.3% | 3.3% | 22.48 | 117.4% | 2.0% |
| Date | IV |
|---|---|
| 55.53% | |
| 57.92% |