Share price$16.97
1D-0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:53:46.540Z
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 · 2026-10-22T16:53:17.083925701Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.35 | 111.8% | 40.7% | 13.14 | 147.3% | 28.4% |
| 25Δ | 26.42 | 169.9% | 61.5% | 15.86 | 44.8% | 8.7% |
| 30Δ | 20.90 | 106.7% | 28.1% | 15.17 | 102.2% | 16.8% |
| 35Δ | 20.37 | 103.5% | 25.6% | 15.72 | 86.3% | 13.4% |
| 40Δ | 18.15 | 62.3% | 11.4% | 16.27 | 70.5% | 9.9% |
| 45Δ | 17.61 | 48.9% | 7.9% | 16.81 | 54.6% | 6.5% |
| 50Δ | 17.20 | 37.6% | 5.2% | 17.14 | 47.2% | 4.7% |
| 55Δ | 16.83 | 33.7% | 3.7% | 17.36 | 44.0% | 3.9% |
| 60Δ | 16.50 | 36.7% | 3.3% | 17.57 | 40.9% | 3.1% |
| 65Δ | 16.18 | 39.7% | 3.0% | 17.79 | 37.8% | 2.3% |
| 70Δ | 15.85 | 42.7% | 2.6% | 18.01 | 34.7% | 1.4% |
| 75Δ | 15.53 | 45.7% | 2.2% | 18.47 | 38.2% | 1.2% |
| 80Δ | 15.20 | 48.7% | 1.9% | 18.94 | 41.7% | 0.9% |
| Date | IV |
|---|---|
| 29.33% | |
| 39.96% |