Share price$18.88
1D+0.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T09:56:12.485Z
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 · 2026-10-22T00:00:02.475483175Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T09:52:35.205321+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.63 | 94.4% | 33.1% | 15.92 | 84.8% | 18.7% |
| 25Δ | 22.50 | 76.6% | 22.1% | 16.80 | 73.8% | 14.5% |
| 30Δ | 21.37 | 67.4% | 16.5% | 17.46 | 64.8% | 11.4% |
| 35Δ | 20.60 | 61.0% | 12.8% | 18.03 | 56.8% | 8.6% |
| 40Δ | 19.98 | 55.8% | 9.9% | 18.40 | 54.3% | 7.3% |
| 45Δ | 19.57 | 53.2% | 8.3% | 18.77 | 51.9% | 6.0% |
| 50Δ | 19.15 | 50.6% | 6.7% | 19.15 | 50.8% | 4.9% |
| 55Δ | 18.79 | 49.8% | 5.6% | 19.53 | 52.1% | 4.3% |
| 60Δ | 18.45 | 50.0% | 4.8% | 19.91 | 53.4% | 3.6% |
| 65Δ | 18.11 | 50.2% | 3.9% | 20.37 | 54.8% | 3.0% |
| 70Δ | 17.69 | 52.1% | 3.3% | 20.86 | 56.3% | 2.4% |
| 75Δ | 17.24 | 54.8% | 2.8% | 22.09 | 70.6% | 2.4% |
| 80Δ | 16.74 | 56.6% | 2.2% | 22.49 | 65.3% | 1.6% |
No recorded observations