Share price$17.02
1D-0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:53:21.001Z
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 · 2026-10-22T20:10:00.00206603Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.75 | 73.0% | 24.0% | 14.35 | 85.3% | 18.7% |
| 25Δ | 20.00 | 70.5% | 20.1% | 15.35 | 63.1% | 12.7% |
| 30Δ | 18.75 | 55.5% | 13.0% | 16.00 | 50.7% | 8.9% |
| 35Δ | 18.43 | 58.6% | 12.0% | 16.31 | 50.6% | 7.9% |
| 40Δ | 18.11 | 61.7% | 11.0% | 16.63 | 50.5% | 6.8% |
| 45Δ | 17.73 | 59.8% | 9.3% | 16.94 | 50.4% | 5.8% |
| 50Δ | 17.33 | 55.4% | 7.5% | 17.26 | 50.4% | 5.0% |
| 55Δ | 16.94 | 51.9% | 5.8% | 17.57 | 50.6% | 4.2% |
| 60Δ | 16.61 | 52.7% | 5.0% | 17.89 | 50.7% | 3.5% |
| 65Δ | 16.28 | 53.4% | 4.2% | 18.26 | 51.0% | 2.8% |
| 70Δ | 15.93 | 54.4% | 3.5% | 18.65 | 51.4% | 2.3% |
| 75Δ | 15.49 | 56.7% | 2.9% | 19.05 | 51.8% | 1.7% |
| 80Δ | 15.04 | 59.0% | 2.3% | 19.54 | 51.4% | 1.2% |
| Date | IV |
|---|---|
| 53.54% | |
| 53.47% |