Share price$15.90
1D+0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:16:01.495Z
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 · 2026-10-22T16:15:57.035904573Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.32 | 116.9% | 43.6% | 12.87 | 111.5% | 23.3% |
| 25Δ | 25.98 | 184.2% | 69.5% | 13.48 | 117.3% | 21.2% |
| 30Δ | 18.23 | 76.2% | 18.4% | 14.42 | 92.9% | 15.1% |
| 35Δ | 18.94 | 111.8% | 25.4% | 15.26 | 63.1% | 9.2% |
| 40Δ | 17.79 | 93.5% | 18.3% | 15.62 | 76.6% | 9.5% |
| 45Δ | 16.86 | 82.9% | 13.1% | 15.98 | 90.1% | 9.7% |
| 50Δ | 16.43 | 89.1% | 12.1% | 16.28 | 81.7% | 8.0% |
| 55Δ | 15.99 | 94.9% | 11.1% | 16.58 | 71.9% | 6.2% |
| 60Δ | 15.53 | 84.2% | 8.5% | 16.88 | 62.2% | 4.4% |
| 65Δ | 15.06 | 73.4% | 5.9% | 17.59 | 67.0% | 3.6% |
| 70Δ | 14.18 | 112.9% | 7.4% | 18.61 | 82.3% | 3.5% |
| 75Δ | 13.58 | 112.9% | 6.1% | 18.53 | 70.2% | 2.4% |
| 80Δ | 13.06 | 102.0% | 4.0% | 18.64 | 56.2% | 1.2% |
| Date | IV |
|---|---|
| 91.98% | |
| 88.71% |