Share price$17.24
1D-2.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T06:25:29.791Z
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 · 2026-10-21T23:00:00.003442868Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.81 | 50.2% | 16.4% | 9.83 | 263.2% | 48.4% |
| 25Δ | 19.40 | 48.3% | 14.5% | 10.88 | 230.2% | 42.1% |
| 30Δ | 18.99 | 46.4% | 12.5% | 11.92 | 197.2% | 35.7% |
| 35Δ | 18.57 | 44.5% | 10.5% | 12.97 | 164.2% | 29.3% |
| 40Δ | 18.16 | 42.7% | 8.6% | 14.02 | 131.2% | 22.9% |
| 45Δ | 17.75 | 40.8% | 6.6% | 15.06 | 98.2% | 16.5% |
| 50Δ | 17.35 | 41.1% | 5.2% | 16.11 | 65.2% | 10.1% |
| 55Δ | 16.98 | 44.5% | 4.8% | 17.15 | 32.3% | 3.7% |
| 60Δ | 16.60 | 48.0% | 4.3% | 17.76 | 23.2% | 1.4% |
| 65Δ | 16.23 | 51.4% | 3.8% | 18.15 | 26.2% | 1.2% |
| 70Δ | 15.85 | 54.9% | 3.3% | 18.54 | 29.3% | 1.0% |
| 75Δ | 15.48 | 58.4% | 2.8% | 18.93 | 32.3% | 0.8% |
| 80Δ | 15.10 | 61.8% | 2.4% | 19.32 | 35.3% | 0.6% |
No recorded observations