Share price$17.44
1D-0.3%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:05:28.181Z
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 · 2026-10-23T19:01:49.234688224Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.25 | 82.5% | 29.7% | |||
| 25Δ | 19.74 | 64.6% | 16.6% | |||
| 30Δ | 18.72 | 81.6% | 15.5% | |||
| 35Δ | 17.70 | 98.7% | 14.5% | |||
| 40Δ | 16.67 | 115.7% | 13.4% | |||
| 45Δ | 15.65 | 132.8% | 12.4% | |||
| 50Δ | 14.63 | 149.8% | 11.3% | |||
| 55Δ | 13.60 | 166.8% | 10.3% | |||
| 60Δ | 12.58 | 183.9% | 9.2% | |||
| 65Δ | 11.56 | 200.9% | 8.2% | |||
| 70Δ | 10.53 | 218.0% | 7.1% | |||
| 75Δ | 9.51 | 235.0% | 6.1% | |||
| 80Δ | 8.49 | 252.0% | 5.1% | |||
No recorded observations