Share price$18.81
1D-4.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:28:49.055Z
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 · 2026-10-22T20:10:00.001642547Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.59 | 67.6% | 22.0% | 15.99 | 74.2% | 17.4% |
| 25Δ | 22.02 | 69.8% | 19.9% | 16.86 | 63.5% | 13.2% |
| 30Δ | 21.49 | 72.3% | 18.1% | 17.58 | 55.1% | 9.8% |
| 35Δ | 20.97 | 74.9% | 16.2% | 17.90 | 53.1% | 8.7% |
| 40Δ | 20.44 | 77.4% | 14.4% | 18.22 | 51.1% | 7.7% |
| 45Δ | 19.92 | 79.0% | 12.6% | 18.54 | 49.1% | 6.6% |
| 50Δ | 19.43 | 75.7% | 10.8% | 18.87 | 47.1% | 5.6% |
| 55Δ | 18.94 | 72.4% | 9.1% | 19.19 | 45.1% | 4.6% |
| 60Δ | 18.45 | 69.2% | 7.4% | 19.51 | 43.1% | 3.5% |
| 65Δ | 17.96 | 65.9% | 5.7% | 19.83 | 41.2% | 2.5% |
| 70Δ | 17.43 | 63.8% | 4.0% | 20.75 | 47.8% | 1.9% |
| 75Δ | 16.50 | 77.4% | 3.7% | 22.36 | 64.3% | 1.8% |
| 80Δ | 15.58 | 91.0% | 3.4% | 23.97 | 80.9% | 1.7% |
No recorded observations