Share price$16.00
1D+4.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:30:44.052Z
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 · 2026-10-22T20:21:00.772181035Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.64 | 74.4% | 25.0% | 12.89 | 112.2% | 23.4% |
| 25Δ | 19.05 | 75.5% | 22.0% | 13.15 | 151.6% | 25.7% |
| 30Δ | 18.46 | 76.5% | 19.1% | 14.21 | 108.6% | 17.7% |
| 35Δ | 18.53 | 97.4% | 21.4% | 15.11 | 76.9% | 11.4% |
| 40Δ | 18.04 | 98.2% | 19.4% | 15.55 | 77.5% | 10.0% |
| 45Δ | 16.94 | 79.7% | 12.6% | 15.99 | 78.1% | 8.6% |
| 50Δ | 16.46 | 78.9% | 10.7% | 16.67 | 93.5% | 8.6% |
| 55Δ | 15.99 | 78.1% | 8.9% | 17.27 | 98.7% | 7.8% |
| 60Δ | 15.53 | 80.4% | 7.7% | 17.78 | 94.4% | 6.3% |
| 65Δ | 15.07 | 82.7% | 6.6% | 18.75 | 103.2% | 5.5% |
| 70Δ | 14.56 | 83.9% | 5.5% | 19.39 | 101.0% | 4.4% |
| 75Δ | 14.05 | 84.9% | 4.3% | 19.88 | 94.1% | 3.1% |
| 80Δ | 13.48 | 85.1% | 3.3% | |||
| Date | IV |
|---|---|
| 63.40% | |
| 70.12% |