Share price$16.23
1D+0.5%
Sold putSold call
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Market dataready · fetched 2026-10-23T18:14:11.623Z
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 · 2026-10-23T17:49:58.609148814Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T18:14:11.203426+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.31 | 64.0% | 20.8% | 13.05 | 95.4% | 22.7% |
| 25Δ | 18.56 | 58.7% | 16.6% | 13.93 | 87.0% | 18.1% |
| 30Δ | 18.03 | 55.3% | 13.8% | 14.80 | 78.5% | 13.4% |
| 35Δ | 17.51 | 51.9% | 11.0% | 15.35 | 81.5% | 11.7% |
| 40Δ | 17.00 | 48.5% | 8.3% | 15.79 | 87.9% | 10.9% |
| 45Δ | 16.69 | 48.2% | 7.5% | |||
| 50Δ | 16.39 | 47.8% | 6.8% | |||
| 55Δ | 16.09 | 47.5% | 6.1% | |||
| 60Δ | 15.79 | 47.1% | 5.3% | |||
| 65Δ | 15.49 | 46.8% | 4.6% | |||
| 70Δ | 15.19 | 46.4% | 3.8% | |||
| 75Δ | 14.89 | 46.0% | 3.1% | |||
| 80Δ | 14.59 | 45.7% | 2.4% | |||
No recorded observations