Share price$16.71
1D-0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:22:44.771Z
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 | 115.8% | 42.5% | 12.74 | 443.8% | 53.7% |
| 25Δ | 20.28 | 84.3% | 24.5% | 14.27 | 372.6% | 44.5% |
| 30Δ | 18.79 | 64.8% | 15.6% | 15.59 | 318.6% | 36.6% |
| 35Δ | 17.95 | 51.9% | 10.6% | 16.68 | 276.7% | 30.1% |
| 40Δ | 17.56 | 46.6% | 8.5% | 17.67 | 240.1% | 24.2% |
| 45Δ | 17.17 | 41.2% | 6.4% | 20.00 | 260.1% | 22.2% |
| 50Δ | 16.90 | 37.7% | 5.1% | 25.69 | 327.9% | 22.2% |
| 55Δ | 16.71 | 35.5% | 4.4% | |||
| 60Δ | 16.53 | 33.4% | 3.6% | |||
| 65Δ | 16.34 | 31.2% | 2.9% | |||
| 70Δ | 16.16 | 29.1% | 2.2% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations