Share price$15.41
1D-3.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:44:32.306Z
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 · 2026-10-22T23:00:00.002673428Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.67 | 51.1% | 16.2% | 11.36 | 182.0% | 33.5% |
| 25Δ | 22.36 | 143.0% | 50.2% | 12.48 | 152.4% | 26.5% |
| 30Δ | 21.83 | 162.2% | 48.6% | 13.60 | 122.8% | 19.5% |
| 35Δ | 19.61 | 127.2% | 33.7% | 14.45 | 84.2% | 12.4% |
| 40Δ | 17.66 | 88.4% | 20.1% | 15.07 | 50.7% | 6.7% |
| 45Δ | 15.96 | 55.0% | 8.4% | 15.37 | 52.3% | 6.0% |
| 50Δ | 15.66 | 53.9% | 7.2% | 15.67 | 53.9% | 5.3% |
| 55Δ | 15.36 | 52.8% | 6.0% | 15.96 | 55.5% | 4.5% |
| 60Δ | 15.06 | 51.7% | 4.9% | 16.22 | 53.3% | 3.9% |
| 65Δ | 14.63 | 60.4% | 4.6% | 16.46 | 50.5% | 3.2% |
| 70Δ | 14.16 | 71.6% | 4.5% | 16.71 | 47.7% | 2.5% |
| 75Δ | 13.24 | 89.5% | 4.2% | 16.96 | 44.9% | 1.9% |
| 80Δ | 12.11 | 110.7% | 3.7% | 17.20 | 42.1% | 1.2% |
| Date | IV |
|---|---|
| 41.61% | |
| 53.25% |