Share price$14.05
1D+2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:23:42.453Z
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 · 2026-10-22T20:00:02.739044863Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.58 | 98.0% | 34.9% | 10.96 | 143.9% | 27.4% |
| 25Δ | 20.49 | 146.1% | 51.2% | 12.67 | 67.0% | 13.2% |
| 30Δ | 24.85 | 235.8% | 86.1% | 13.05 | 70.2% | 12.2% |
| 35Δ | 14.92 | 46.2% | 9.2% | 13.44 | 73.4% | 11.1% |
| 40Δ | 14.63 | 48.9% | 8.5% | 13.82 | 76.5% | 10.0% |
| 45Δ | 14.34 | 51.5% | 7.8% | 14.21 | 79.7% | 9.0% |
| 50Δ | 14.05 | 54.2% | 7.1% | 14.59 | 82.8% | 7.9% |
| 55Δ | 13.76 | 56.8% | 6.3% | 14.97 | 86.0% | 6.8% |
| 60Δ | 13.47 | 59.4% | 5.6% | 15.77 | 93.9% | 6.1% |
| 65Δ | 13.18 | 62.1% | 4.9% | 16.60 | 102.1% | 5.4% |
| 70Δ | 12.88 | 64.7% | 4.2% | 17.44 | 110.3% | 4.7% |
| 75Δ | 12.59 | 67.4% | 3.4% | 20.35 | 147.1% | 4.6% |
| 80Δ | 11.77 | 83.3% | 3.0% | |||
No recorded observations