Share price$14.07
1D-4.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:11:53.175Z
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 · 2026-10-22T20:03:16.912274544Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.93 | 151.3% | 66.8% | 10.97 | 138.5% | 28.0% |
| 25Δ | 22.16 | 173.2% | 63.5% | 11.67 | 144.4% | 25.2% |
| 30Δ | 23.89 | 222.1% | 78.7% | 12.37 | 150.3% | 22.5% |
| 35Δ | 19.09 | 163.7% | 44.1% | 12.99 | 143.3% | 19.5% |
| 40Δ | 16.92 | 139.2% | 29.4% | 13.60 | 133.5% | 16.5% |
| 45Δ | 16.04 | 135.8% | 24.5% | 14.21 | 123.6% | 13.5% |
| 50Δ | 15.15 | 132.4% | 19.7% | 14.81 | 113.8% | 10.5% |
| 55Δ | 14.46 | 130.0% | 16.6% | 16.02 | 130.7% | 9.6% |
| 60Δ | 13.80 | 127.9% | 13.9% | 17.50 | 159.6% | 9.7% |
| 65Δ | 13.15 | 125.8% | 11.1% | 18.38 | 154.3% | 8.0% |
| 70Δ | 12.49 | 123.8% | 8.4% | 19.25 | 149.0% | 6.3% |
| 75Δ | 11.71 | 128.3% | 6.9% | 20.24 | 144.9% | 4.6% |
| 80Δ | 10.94 | 132.9% | 5.4% | 21.99 | 148.6% | 3.3% |
No recorded observations