Share price$16.25
1D+0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:31:30.164Z
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 · 2026-10-23T17:02:03.988618122Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.33 | 63.8% | 20.8% | 13.06 | 95.6% | 22.7% |
| 25Δ | 18.56 | 58.4% | 16.5% | 13.94 | 87.1% | 18.1% |
| 30Δ | 18.05 | 55.0% | 13.7% | 14.82 | 78.6% | 13.4% |
| 35Δ | 17.53 | 51.6% | 11.0% | 15.36 | 82.0% | 11.8% |
| 40Δ | 17.01 | 48.2% | 8.2% | 15.81 | 88.5% | 11.0% |
| 45Δ | 16.71 | 47.6% | 7.5% | |||
| 50Δ | 16.42 | 47.1% | 6.7% | |||
| 55Δ | 16.12 | 46.6% | 6.0% | |||
| 60Δ | 15.83 | 46.1% | 5.3% | |||
| 65Δ | 15.53 | 45.6% | 4.6% | |||
| 70Δ | 15.24 | 45.1% | 3.8% | |||
| 75Δ | 14.94 | 44.5% | 3.1% | |||
| 80Δ | 14.65 | 44.0% | 2.4% | |||
No recorded observations