Share price$18.15
1D+2.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:25:10.848Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T18:19:59.128437996Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.42 | 53.7% | 25.7% | 15.87 | 58.6% | 18.4% |
| 25Δ | 21.86 | 52.0% | 23.3% | 16.92 | 61.4% | 17.1% |
| 30Δ | 21.31 | 50.2% | 20.9% | 17.98 | 64.1% | 15.8% |
| 35Δ | 20.75 | 48.4% | 18.6% | 19.03 | 66.9% | 14.5% |
| 40Δ | 20.19 | 46.7% | 16.2% | 20.09 | 69.7% | 13.2% |
| 45Δ | 19.64 | 44.9% | 13.8% | 21.14 | 72.4% | 11.9% |
| 50Δ | 19.08 | 43.2% | 11.4% | 22.20 | 75.2% | 10.6% |
| 55Δ | 18.52 | 41.4% | 9.1% | 23.26 | 78.0% | 9.3% |
| 60Δ | 17.97 | 39.7% | 6.7% | 24.31 | 80.8% | 8.0% |
| 65Δ | 25.37 | 83.5% | 6.8% | |||
| 70Δ | 26.42 | 86.3% | 5.5% | |||
| 75Δ | 27.48 | 89.1% | 4.2% | |||
| 80Δ | 28.53 | 91.8% | 2.9% | |||
No recorded observations