Share price$13.83
1D-1.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:19:26.059Z
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 · 2026-10-22T16:13:23.525601705Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | 15.50 | 84.4% | 5.5% | |||
| 65Δ | 17.85 | 98.7% | 4.7% | |||
| 70Δ | 20.19 | 113.0% | 4.0% | |||
| 75Δ | 22.54 | 127.3% | 3.3% | |||
| 80Δ | 24.89 | 141.6% | 2.5% | |||
No recorded observations