Share price$17.50
1D+0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:11:07.878Z
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 · 2026-10-22T20:35:56.312897513Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.72 | 77.1% | 26.2% | 15.15 | 67.8% | 15.7% |
| 25Δ | 19.91 | 58.7% | 16.1% | 15.59 | 63.0% | 13.6% |
| 30Δ | 19.50 | 60.2% | 14.7% | 16.03 | 58.1% | 11.5% |
| 35Δ | 19.09 | 61.7% | 13.3% | 16.48 | 53.3% | 9.4% |
| 40Δ | 18.68 | 63.1% | 11.8% | 16.92 | 48.5% | 7.3% |
| 45Δ | 18.27 | 64.6% | 10.4% | 17.36 | 43.6% | 5.2% |
| 50Δ | 17.86 | 66.1% | 9.0% | 18.42 | 47.5% | 4.3% |
| 55Δ | 17.43 | 68.4% | 7.7% | 19.77 | 55.5% | 3.8% |
| 60Δ | 16.83 | 77.6% | 7.1% | 21.11 | 63.5% | 3.3% |
| 65Δ | 16.22 | 86.8% | 6.5% | 22.46 | 71.4% | 2.9% |
| 70Δ | 15.62 | 96.1% | 6.0% | 23.81 | 79.4% | 2.4% |
| 75Δ | 15.01 | 105.3% | 5.4% | 25.15 | 87.4% | 1.9% |
| 80Δ | 14.25 | 103.1% | 4.2% | 26.50 | 95.3% | 1.5% |
No recorded observations