Share price$15.79
1D-0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:40:39.968Z
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 · 2026-10-22T16:40:24.601733393Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 25.92 | 185.2% | 70.3% | 13.30 | 130.9% | 22.8% |
| 30Δ | 18.15 | 79.1% | 19.0% | 13.90 | 153.9% | 22.8% |
| 35Δ | 18.56 | 110.6% | 24.2% | 14.53 | 139.5% | 19.1% |
| 40Δ | 18.97 | 142.0% | 29.4% | 15.16 | 117.3% | 14.8% |
| 45Δ | 16.81 | 87.5% | 13.9% | 15.80 | 95.1% | 10.5% |
| 50Δ | 16.38 | 96.4% | 13.2% | 16.18 | 81.8% | 8.0% |
| 55Δ | 15.93 | 105.0% | 12.4% | 16.45 | 72.6% | 6.3% |
| 60Δ | 15.29 | 112.3% | 11.2% | 16.72 | 63.4% | 4.7% |
| 65Δ | 14.64 | 119.6% | 9.9% | 16.99 | 54.2% | 3.0% |
| 70Δ | 14.00 | 126.8% | 8.6% | 18.02 | 68.6% | 2.9% |
| 75Δ | 13.19 | 129.1% | 7.0% | 18.97 | 81.3% | 2.7% |
| 80Δ | 12.39 | 131.3% | 5.3% | 18.45 | 60.6% | 1.6% |
| Date | IV |
|---|---|
| 91.98% | |
| 88.71% |