Share price$16.50
1D
Price history unavailable.
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Market datapartial · fetched 2026-10-22T09:24:57.978Z
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 · 2026-10-22T09:06:39.438259968Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.89 | 85.6% | 29.0% | 14.19 | 73.5% | 16.6% |
| 25Δ | 20.22 | 88.7% | 25.9% | 14.70 | 72.8% | 14.4% |
| 30Δ | 19.51 | 89.1% | 22.5% | 15.18 | 71.8% | 12.3% |
| 35Δ | 18.83 | 89.4% | 19.4% | 15.62 | 70.3% | 10.6% |
| 40Δ | 18.28 | 92.1% | 17.3% | 16.05 | 68.7% | 8.9% |
| 45Δ | 17.74 | 95.4% | 15.4% | 16.44 | 67.0% | 7.6% |
| 50Δ | 17.21 | 99.3% | 13.8% | 16.83 | 65.4% | 6.3% |
| 55Δ | 16.63 | 100.4% | 11.9% | 17.18 | 63.0% | 5.2% |
| 60Δ | 16.04 | 99.7% | 9.8% | 17.51 | 60.1% | 4.2% |
| 65Δ | 15.42 | 102.8% | 8.4% | 17.83 | 57.2% | 3.2% |
| 70Δ | 14.78 | 106.7% | 7.1% | 18.17 | 54.7% | 2.4% |
| 75Δ | 14.05 | 112.2% | 5.8% | 18.51 | 52.5% | 1.8% |
| 80Δ | 13.01 | 129.6% | 5.2% | 18.85 | 50.4% | 1.2% |
No recorded observations