Share price$19.11
1D+1.1%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T05:31:34.992Z
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 · 2026-10-21T20:00:01.512680022Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.35 | 81.3% | 29.7% | 16.39 | 69.7% | 16.5% |
| 25Δ | 23.34 | 74.3% | 24.8% | 17.48 | 54.7% | 11.0% |
| 30Δ | 22.33 | 67.4% | 19.9% | 17.82 | 52.3% | 9.8% |
| 35Δ | 21.32 | 60.4% | 15.1% | 18.15 | 50.3% | 8.7% |
| 40Δ | 20.31 | 53.5% | 10.2% | 18.48 | 48.2% | 7.5% |
| 45Δ | 19.73 | 52.3% | 8.1% | 18.81 | 46.1% | 6.4% |
| 50Δ | 19.33 | 53.8% | 7.3% | 19.14 | 44.1% | 5.3% |
| 55Δ | 18.94 | 55.3% | 6.4% | 19.47 | 42.0% | 4.1% |
| 60Δ | 18.54 | 56.8% | 5.6% | 19.79 | 39.9% | 3.0% |
| 65Δ | 18.15 | 58.3% | 4.7% | 20.74 | 53.8% | 2.8% |
| 70Δ | 17.75 | 59.7% | 3.9% | 22.79 | 91.3% | 3.9% |
| 75Δ | 17.03 | 66.0% | 3.2% | 25.37 | 106.1% | 3.3% |
| 80Δ | 15.74 | 80.7% | 2.7% | 27.95 | 121.0% | 2.6% |
No recorded observations