Share price$14.85
1D+0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T20:16:42.244Z
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 · 2026-10-23T20:10:00.003235863Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.96 | 135.8% | 51.4% | 11.52 | 144.1% | 28.0% |
| 25Δ | 20.36 | 131.3% | 41.7% | 12.32 | 142.8% | 24.3% |
| 30Δ | 19.24 | 130.7% | 35.3% | 13.10 | 140.2% | 21.0% |
| 35Δ | 18.44 | 134.6% | 31.4% | 13.83 | 140.2% | 18.5% |
| 40Δ | 17.59 | 135.2% | 27.2% | 14.54 | 138.6% | 16.0% |
| 45Δ | 16.68 | 131.8% | 22.4% | 15.26 | 136.7% | 13.7% |
| 50Δ | 15.93 | 132.3% | 19.1% | 15.97 | 135.0% | 11.7% |
| 55Δ | 15.24 | 135.1% | 16.5% | 16.69 | 132.8% | 9.9% |
| 60Δ | 14.54 | 133.7% | 13.7% | 17.45 | 130.9% | 8.2% |
| 65Δ | 13.83 | 131.9% | 11.0% | 18.39 | 133.0% | 6.8% |
| 70Δ | 13.12 | 135.1% | 9.1% | 19.68 | 139.8% | 5.7% |
| 75Δ | 12.43 | 133.0% | 7.0% | 20.94 | 141.2% | 4.4% |
| 80Δ | 11.71 | 131.0% | 5.1% | 22.53 | 143.1% | 3.2% |
No recorded observations