Share price$15.04
1D-0.1%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:48:07.524Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:48:02.22648687Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:06.882670+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.71 | 63.6% | 4.9% | 14.42 | 68.8% | 4.7% |
| 25Δ | 15.54 | 61.5% | 4.0% | 14.59 | 61.3% | 3.7% |
| 30Δ | 15.43 | 61.4% | 3.5% | 14.68 | 61.0% | 3.3% |
| 35Δ | 15.34 | 61.9% | 3.1% | 14.78 | 60.7% | 2.9% |
| 40Δ | 15.25 | 62.4% | 2.7% | 14.88 | 60.4% | 2.5% |
| 45Δ | 15.15 | 62.9% | 2.4% | 14.97 | 60.1% | 2.0% |
| 50Δ | 15.06 | 63.4% | 2.0% | 15.06 | 60.3% | 1.7% |
| 55Δ | 14.96 | 64.4% | 1.7% | 15.16 | 60.6% | 1.5% |
| 60Δ | 14.85 | 66.4% | 1.5% | 15.25 | 61.0% | 1.3% |
| 65Δ | 14.74 | 68.4% | 1.3% | 15.34 | 61.3% | 1.1% |
| 70Δ | 14.63 | 70.3% | 1.1% | 15.43 | 61.7% | 0.9% |
| 75Δ | 14.52 | 72.3% | 0.8% | 15.91 | 85.3% | 0.8% |
| 80Δ | 13.85 | 115.9% | 0.8% | 17.31 | 165.3% | 1.0% |
| Date | IV |
|---|---|
| 58.14% | |
| 58.11% |