Share price$15.62
1D-0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:08:25.681Z
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 · 2026-10-22T20:00:03.470128369Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.63 | 139.0% | 55.1% | 12.18 | 136.2% | 27.2% |
| 25Δ | 22.62 | 147.2% | 49.9% | 13.08 | 124.6% | 22.6% |
| 30Δ | 20.01 | 124.0% | 33.7% | 13.80 | 120.9% | 19.6% |
| 35Δ | 18.30 | 99.4% | 22.8% | 14.52 | 117.3% | 16.6% |
| 40Δ | 17.23 | 89.1% | 16.7% | 15.19 | 113.7% | 13.9% |
| 45Δ | 16.71 | 91.4% | 15.0% | 15.77 | 110.2% | 12.1% |
| 50Δ | 16.20 | 93.7% | 13.2% | 16.35 | 106.7% | 10.2% |
| 55Δ | 15.68 | 95.9% | 11.5% | 16.92 | 103.2% | 8.4% |
| 60Δ | 15.17 | 98.2% | 9.7% | 17.51 | 99.7% | 6.5% |
| 65Δ | 14.66 | 96.5% | 8.2% | 19.24 | 102.6% | 5.6% |
| 70Δ | 14.16 | 92.8% | 6.7% | 20.98 | 105.4% | 4.7% |
| 75Δ | 13.66 | 89.2% | 5.3% | 22.72 | 108.3% | 3.7% |
| 80Δ | 13.16 | 85.5% | 3.9% | 24.46 | 111.1% | 2.8% |
No recorded observations