Share price$13.50
1D+1.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:44:28.448Z
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 · 2026-10-22T16:43:08.061542779Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.07 | 134.7% | 52.3% | 10.62 | 120.9% | 25.7% |
| 25Δ | 22.30 | 187.7% | 71.4% | 11.36 | 107.9% | 20.9% |
| 30Δ | 20.01 | 158.4% | 54.6% | 12.10 | 94.9% | 16.1% |
| 35Δ | 17.27 | 121.0% | 34.1% | 12.68 | 86.9% | 12.9% |
| 40Δ | 14.92 | 91.3% | 17.0% | 13.06 | 84.7% | 11.4% |
| 45Δ | 14.45 | 98.1% | 15.7% | 13.45 | 82.6% | 9.9% |
| 50Δ | 13.98 | 105.0% | 14.4% | 13.84 | 80.5% | 8.5% |
| 55Δ | 13.50 | 111.8% | 13.1% | 14.23 | 78.4% | 7.0% |
| 60Δ | 13.03 | 118.6% | 11.8% | 14.62 | 76.3% | 5.5% |
| 65Δ | 12.56 | 125.5% | 10.5% | 15.01 | 74.3% | 4.1% |
| 70Δ | 11.98 | 123.8% | 8.8% | 16.70 | 88.0% | 3.5% |
| 75Δ | 11.38 | 120.9% | 7.0% | 18.38 | 101.6% | 2.9% |
| 80Δ | 10.78 | 118.0% | 5.1% | 20.06 | 115.3% | 2.3% |
| Date | IV |
|---|---|
| 70.48% | |
| 73.10% |