Share price$16.88
1D-3.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:44:28.366Z
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 · 2026-10-22T16:44:05.009609436Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.15 | 127.2% | 52.7% | 13.16 | 146.0% | 27.9% |
| 25Δ | 28.05 | 188.6% | 72.4% | 14.57 | 95.2% | 17.9% |
| 30Δ | 22.77 | 142.0% | 41.1% | 16.05 | 40.6% | 7.3% |
| 35Δ | 19.76 | 91.2% | 22.0% | 16.30 | 40.6% | 6.4% |
| 40Δ | 17.84 | 53.3% | 9.6% | 16.55 | 40.5% | 5.6% |
| 45Δ | 17.44 | 45.7% | 7.3% | 16.79 | 40.4% | 4.7% |
| 50Δ | 17.05 | 38.1% | 5.0% | 17.04 | 40.2% | 3.9% |
| 55Δ | 16.80 | 37.2% | 4.2% | 17.29 | 39.8% | 3.3% |
| 60Δ | 16.57 | 37.3% | 3.6% | 17.53 | 39.3% | 2.8% |
| 65Δ | 16.34 | 37.3% | 3.0% | 17.78 | 38.8% | 2.2% |
| 70Δ | 16.11 | 37.3% | 2.5% | 18.16 | 40.6% | 1.7% |
| 75Δ | 15.23 | 55.8% | 2.4% | 19.87 | 63.2% | 1.8% |
| 80Δ | 13.82 | 90.2% | 2.8% | 21.57 | 85.8% | 1.9% |
| Date | IV |
|---|---|
| 42.14% | |
| 39.37% |