Share price$13.44
1D+2.1%
Sold putSold call
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 2026-10-22T18:25:16.679Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19
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 · 2026-10-22T18:25:00.355388227Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 15.91 | 32.7% | 20.8% | |||
| 30Δ | 14.87 | 24.6% | 13.3% | 12.55 | 33.3% | 10.7% |
| 35Δ | 14.64 | 24.0% | 12.2% | 12.87 | 32.9% | 9.6% |
| 40Δ | 14.40 | 23.5% | 11.1% | 13.19 | 32.5% | 8.4% |
| 45Δ | 14.16 | 22.9% | 10.0% | 13.51 | 32.0% | 7.2% |
| 50Δ | 13.93 | 22.3% | 9.0% | 13.83 | 31.6% | 6.0% |
| 55Δ | 13.69 | 21.7% | 7.9% | 14.16 | 31.2% | 4.9% |
| 60Δ | 13.46 | 21.2% | 6.8% | 14.48 | 30.8% | 3.7% |
| 65Δ | 13.22 | 20.6% | 5.8% | 14.80 | 30.4% | 2.5% |
| 70Δ | 12.98 | 20.0% | 4.7% | 15.95 | 35.9% | 1.7% |
| 75Δ | 12.75 | 19.4% | 3.6% | 18.48 | 51.0% | 1.4% |
| 80Δ | 12.51 | 18.9% | 2.5% | 21.02 | 66.2% | 1.2% |
| Date | IV |
|---|---|
| 56.50% |