Share price$18.93
1D+1.9%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market dataready · fetched 2026-10-22T22:46:47.594Z
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 · 2026-10-22T22:30:00.002832774Z
FundamentalsAlpha Vantage · ready · quarter 2026-05-31 · fetched 2026-10-22T22:46:47.145455+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.77 | 92.6% | 38.5% | 14.91 | 130.1% | 26.1% |
| 25Δ | 22.30 | 72.8% | 20.6% | 15.84 | 129.6% | 23.1% |
| 30Δ | 21.73 | 74.1% | 18.6% | 16.74 | 129.6% | 20.2% |
| 35Δ | 21.15 | 75.5% | 16.5% | 17.63 | 128.7% | 17.5% |
| 40Δ | 20.58 | 76.9% | 14.4% | 18.41 | 123.6% | 15.1% |
| 45Δ | 20.00 | 78.3% | 12.3% | 19.20 | 118.5% | 12.7% |
| 50Δ | 19.46 | 79.2% | 10.9% | 19.98 | 113.4% | 10.3% |
| 55Δ | 18.92 | 80.0% | 9.4% | 20.74 | 110.5% | 8.7% |
| 60Δ | 18.37 | 80.9% | 8.0% | 21.49 | 107.8% | 7.2% |
| 65Δ | 17.83 | 81.8% | 6.6% | 22.24 | 105.0% | 5.7% |
| 70Δ | 17.31 | 80.3% | 5.4% | 23.16 | 103.5% | 4.5% |
| 75Δ | 16.84 | 75.1% | 4.4% | 24.15 | 102.6% | 3.4% |
| 80Δ | 16.37 | 70.0% | 3.5% | 26.06 | 110.2% | 2.5% |
| Date | IV |
|---|---|
| 70.28% | |
| 67.44% |