Share price$17.55
1D+0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:07:39.081Z
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 · 2026-10-22T20:10:03.246012124Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.88 | 80.6% | 27.0% | 15.24 | 68.0% | 15.5% |
| 25Δ | 19.97 | 58.9% | 16.1% | 16.06 | 54.3% | 10.9% |
| 30Δ | 18.99 | 45.5% | 10.5% | 16.51 | 47.3% | 8.6% |
| 35Δ | 18.58 | 39.6% | 8.3% | 16.96 | 40.3% | 6.2% |
| 40Δ | 18.16 | 33.7% | 6.0% | 17.19 | 37.4% | 5.2% |
| 45Δ | 17.91 | 30.2% | 4.8% | 17.40 | 35.0% | 4.3% |
| 50Δ | 17.76 | 28.4% | 4.2% | 17.61 | 32.6% | 3.5% |
| 55Δ | 17.61 | 26.6% | 3.6% | 17.82 | 30.2% | 2.6% |
| 60Δ | 17.46 | 24.7% | 3.0% | 18.03 | 28.3% | 1.8% |
| 65Δ | 17.31 | 22.9% | 2.4% | 18.29 | 29.3% | 1.5% |
| 70Δ | 17.16 | 21.0% | 1.8% | 18.55 | 30.3% | 1.2% |
| 75Δ | 17.01 | 19.2% | 1.2% | 18.80 | 31.3% | 0.9% |
| 80Δ | 19.21 | 34.2% | 0.7% | |||
No recorded observations