Share price$15.65
1D+2.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T17:07:49.900Z
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 · 2026-10-22T17:07:46.948411796Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.21 | 138.7% | 27.4% | |||
| 25Δ | 12.89 | 152.6% | 25.8% | |||
| 30Δ | 18.32 | 86.9% | 21.4% | 14.27 | 90.6% | 14.8% |
| 35Δ | 18.97 | 121.3% | 28.0% | 14.72 | 105.8% | 14.7% |
| 40Δ | 16.81 | 69.8% | 12.5% | 15.17 | 108.9% | 13.5% |
| 45Δ | 16.43 | 73.3% | 11.4% | 15.61 | 91.1% | 10.2% |
| 50Δ | 16.06 | 76.8% | 10.3% | 16.08 | 76.8% | 7.3% |
| 55Δ | 15.64 | 76.8% | 8.8% | 16.69 | 85.6% | 6.8% |
| 60Δ | 15.21 | 76.1% | 7.3% | 17.21 | 87.5% | 5.9% |
| 65Δ | 14.76 | 76.9% | 6.1% | 17.62 | 82.7% | 4.6% |
| 70Δ | 14.29 | 79.3% | 5.1% | 18.13 | 80.0% | 3.5% |
| 75Δ | 13.81 | 80.3% | 4.1% | 19.47 | 94.2% | 3.1% |
| 80Δ | 13.32 | 78.9% | 3.1% | |||
| Date | IV |
|---|---|
| 63.40% | |
| 70.12% |