Share price$14.84
1D
Price history unavailable.
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Market datapartial · fetched 2026-10-22T12:31:21.970Z
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 · 2026-10-22T10:49:44.693899882Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.97 | 88.9% | 30.3% | 11.82 | 124.5% | 25.6% |
| 25Δ | 18.20 | 86.8% | 25.9% | 12.44 | 133.3% | 23.5% |
| 30Δ | 17.40 | 84.0% | 21.3% | 13.13 | 131.4% | 20.2% |
| 35Δ | 19.19 | 142.6% | 36.9% | 14.13 | 71.3% | 10.4% |
| 40Δ | 17.45 | 115.2% | 25.1% | 14.57 | 91.3% | 11.1% |
| 45Δ | 15.91 | 92.0% | 14.8% | 15.02 | 110.0% | 11.6% |
| 50Δ | 15.39 | 90.1% | 12.5% | 15.41 | 99.5% | 9.4% |
| 55Δ | 14.88 | 91.9% | 10.6% | 15.81 | 89.1% | 7.2% |
| 60Δ | 14.37 | 105.0% | 10.3% | 16.22 | 82.6% | 5.6% |
| 65Δ | 13.91 | 111.0% | 9.4% | 16.64 | 79.6% | 4.4% |
| 70Δ | 13.55 | 96.1% | 6.9% | 17.09 | 77.0% | 3.4% |
| 75Δ | 13.18 | 81.2% | 4.5% | 17.67 | 77.0% | 2.6% |
| 80Δ | 11.48 | 139.6% | 5.4% | 18.16 | 74.3% | 1.8% |
No recorded observations