Share price$15.79
1D+3.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:06:43.602Z
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 · 2026-10-22T20:39:22.16228199Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.74 | 20.5% | 6.8% | 14.79 | 28.7% | 7.3% |
| 25Δ | 16.59 | 20.6% | 6.0% | 15.06 | 28.0% | 5.9% |
| 30Δ | 16.44 | 20.7% | 5.3% | 15.23 | 28.1% | 5.3% |
| 35Δ | 16.29 | 20.8% | 4.6% | 15.39 | 28.3% | 4.7% |
| 40Δ | 16.13 | 20.9% | 3.9% | 15.56 | 28.5% | 4.1% |
| 45Δ | 15.98 | 21.0% | 3.2% | 15.72 | 28.7% | 3.5% |
| 50Δ | 15.85 | 21.0% | 2.9% | 15.89 | 28.8% | 2.9% |
| 55Δ | 15.72 | 21.0% | 2.6% | 16.08 | 29.5% | 2.4% |
| 60Δ | 15.60 | 21.0% | 2.3% | 16.33 | 31.4% | 2.1% |
| 65Δ | 15.47 | 21.0% | 2.0% | 16.57 | 33.2% | 1.8% |
| 70Δ | 15.34 | 21.0% | 1.6% | 16.81 | 35.0% | 1.4% |
| 75Δ | 15.21 | 21.0% | 1.3% | 17.10 | 36.7% | 1.1% |
| 80Δ | 15.08 | 21.0% | 1.0% | 17.51 | 38.2% | 0.8% |
No recorded observations