Share price$15.07
1D-0.0%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:00:26.405Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:22.162136965Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:23.946769+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.73 | 63.0% | 4.9% | 14.50 | 63.2% | 4.3% |
| 25Δ | 15.57 | 61.3% | 4.0% | 14.60 | 63.1% | 3.8% |
| 30Δ | 15.45 | 60.9% | 3.4% | 14.70 | 63.0% | 3.4% |
| 35Δ | 15.36 | 61.6% | 3.1% | 14.80 | 62.8% | 3.0% |
| 40Δ | 15.27 | 62.2% | 2.7% | 14.90 | 62.7% | 2.5% |
| 45Δ | 15.18 | 62.9% | 2.4% | 15.00 | 62.6% | 2.1% |
| 50Δ | 15.09 | 63.5% | 2.0% | 15.09 | 62.6% | 1.8% |
| 55Δ | 14.99 | 64.2% | 1.7% | 15.18 | 62.7% | 1.6% |
| 60Δ | 14.89 | 65.5% | 1.5% | 15.28 | 62.7% | 1.3% |
| 65Δ | 14.78 | 66.7% | 1.3% | 15.37 | 62.7% | 1.1% |
| 70Δ | 14.67 | 68.0% | 1.0% | 15.46 | 62.8% | 0.9% |
| 75Δ | 14.56 | 69.3% | 0.8% | 16.78 | 139.2% | 1.1% |
| 80Δ | 14.42 | 71.0% | 0.6% | 18.94 | 268.6% | 1.7% |
| Date | IV |
|---|---|
| 58.14% | |
| 58.11% |