Share price$15.77
1D-0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:20:14.269Z
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 · 2026-10-22T20:00:01.55393191Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.40 | 107.7% | 38.7% | 12.54 | 125.2% | 25.4% |
| 25Δ | 23.98 | 163.1% | 57.6% | 13.15 | 141.9% | 24.2% |
| 30Δ | 18.16 | 80.0% | 19.2% | 13.86 | 176.5% | 25.0% |
| 35Δ | 18.57 | 111.4% | 24.4% | 15.02 | 63.6% | 9.5% |
| 40Δ | 18.99 | 142.8% | 29.7% | 15.43 | 73.9% | 9.3% |
| 45Δ | 16.66 | 79.6% | 12.5% | 15.85 | 84.2% | 9.1% |
| 50Δ | 16.25 | 84.7% | 11.5% | 16.17 | 82.1% | 8.0% |
| 55Δ | 15.82 | 86.7% | 10.1% | 16.43 | 72.9% | 6.3% |
| 60Δ | 15.34 | 83.7% | 8.2% | 16.70 | 63.7% | 4.7% |
| 65Δ | 14.79 | 88.4% | 7.0% | 16.96 | 54.5% | 3.1% |
| 70Δ | 14.07 | 112.3% | 7.4% | 17.90 | 65.9% | 2.8% |
| 75Δ | 13.48 | 109.7% | 5.8% | 18.95 | 81.0% | 2.7% |
| 80Δ | 12.78 | 109.3% | 4.2% | 19.16 | 65.9% | 1.4% |
| Date | IV |
|---|---|
| 91.98% | |
| 88.71% |