Share price$18.47
1D
Price history unavailable.
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Market datapartial · fetched 2026-10-22T10:46:50.318Z
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 · 2026-10-22T09:32:08.484030507Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.86 | 28.2% | 8.6% | 16.85 | 34.8% | 9.7% |
| 25Δ | 19.62 | 29.7% | 8.0% | 17.60 | 28.3% | 6.1% |
| 30Δ | 19.39 | 31.2% | 7.4% | 17.81 | 28.3% | 5.6% |
| 35Δ | 19.15 | 32.6% | 6.9% | 18.02 | 28.3% | 5.1% |
| 40Δ | 18.92 | 34.1% | 6.3% | 18.23 | 28.2% | 4.6% |
| 45Δ | 18.69 | 35.6% | 5.7% | 18.44 | 28.2% | 4.1% |
| 50Δ | 18.45 | 37.1% | 5.1% | 18.65 | 28.1% | 3.6% |
| 55Δ | 18.22 | 38.5% | 4.5% | 18.85 | 28.1% | 3.1% |
| 60Δ | 17.98 | 40.0% | 3.9% | 19.06 | 28.1% | 2.6% |
| 65Δ | 17.75 | 41.5% | 3.3% | 19.27 | 28.0% | 2.1% |
| 70Δ | 17.51 | 43.0% | 2.8% | 19.48 | 28.0% | 1.6% |
| 75Δ | 16.50 | 53.9% | 2.4% | 19.69 | 27.9% | 1.1% |
| 80Δ | 15.46 | 65.2% | 2.0% | 19.90 | 27.9% | 0.6% |
No recorded observations