Share price$13.83
1D-1.9%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:43:49.607Z
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 · 2026-10-23T17:42:30.379318002Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.39 | 100.4% | 35.6% | 11.69 | 83.8% | 18.4% |
| 25Δ | 16.00 | 67.1% | 18.2% | 12.23 | 78.3% | 15.1% |
| 30Δ | 15.57 | 66.5% | 15.8% | 12.77 | 67.1% | 11.5% |
| 35Δ | 15.15 | 65.9% | 13.4% | 13.17 | 61.5% | 9.3% |
| 40Δ | 14.78 | 65.8% | 11.6% | 13.46 | 60.1% | 8.0% |
| 45Δ | 14.45 | 65.9% | 10.1% | 13.76 | 58.8% | 6.7% |
| 50Δ | 14.11 | 66.0% | 8.6% | 14.06 | 58.1% | 5.5% |
| 55Δ | 13.79 | 65.7% | 7.3% | 14.40 | 60.2% | 4.8% |
| 60Δ | 13.47 | 65.2% | 6.2% | 14.74 | 62.3% | 4.2% |
| 65Δ | 13.16 | 64.7% | 5.0% | 15.41 | 75.4% | 4.0% |
| 70Δ | 12.76 | 68.2% | 4.2% | 16.20 | 87.7% | 3.9% |
| 75Δ | 12.28 | 75.5% | 3.7% | 16.52 | 80.9% | 2.9% |
| 80Δ | 11.67 | 84.7% | 3.2% | 16.83 | 74.2% | 1.8% |
No recorded observations