Share price$16.71
1D-0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:00:06.423Z
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 · 2026-10-22T20:00:00.098542121Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.28 | 115.9% | 42.5% | 12.74 | 444.3% | 53.7% |
| 25Δ | 20.28 | 84.4% | 24.5% | 14.27 | 373.0% | 44.5% |
| 30Δ | 18.79 | 64.9% | 15.6% | 15.59 | 319.0% | 36.6% |
| 35Δ | 17.95 | 52.0% | 10.6% | 16.68 | 277.0% | 30.1% |
| 40Δ | 17.56 | 46.6% | 8.5% | 17.67 | 240.4% | 24.2% |
| 45Δ | 17.17 | 41.3% | 6.4% | 20.00 | 260.1% | 22.2% |
| 50Δ | 16.90 | 37.7% | 5.1% | 25.69 | 328.3% | 22.2% |
| 55Δ | 16.71 | 35.6% | 4.4% | |||
| 60Δ | 16.53 | 33.4% | 3.6% | |||
| 65Δ | 16.34 | 31.3% | 2.9% | |||
| 70Δ | 16.16 | 29.1% | 2.2% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations