Share price$15.10
1D
Price history unavailable.
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Market datapartial · fetched 2026-10-22T12:41:16.665Z
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 · 2026-10-22T12:19:52.772052637Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.93 | 152.4% | 62.5% | 12.25 | 109.1% | 22.9% |
| 25Δ | 21.84 | 146.2% | 49.7% | 12.88 | 110.7% | 20.2% |
| 30Δ | 20.57 | 147.4% | 42.7% | 13.52 | 105.4% | 17.1% |
| 35Δ | 19.66 | 153.8% | 38.4% | 14.14 | 100.4% | 14.3% |
| 40Δ | 18.75 | 158.4% | 34.2% | 14.68 | 100.7% | 12.5% |
| 45Δ | 17.63 | 155.7% | 28.5% | 15.21 | 99.7% | 10.7% |
| 50Δ | 16.74 | 159.0% | 24.8% | 15.72 | 97.1% | 9.0% |
| 55Δ | 15.93 | 165.8% | 22.0% | 16.20 | 93.6% | 7.5% |
| 60Δ | 15.08 | 174.1% | 19.5% | 16.64 | 88.9% | 6.0% |
| 65Δ | 14.19 | 186.0% | 17.3% | 17.09 | 84.8% | 4.6% |
| 70Δ | 13.20 | 200.7% | 15.3% | 17.63 | 83.4% | 3.7% |
| 75Δ | 12.08 | 219.8% | 13.4% | 18.13 | 80.8% | 2.7% |
| 80Δ | 10.73 | 246.9% | 11.7% | 18.56 | 75.6% | 1.9% |
No recorded observations