Share price$19.65
1D+15.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:03:01.534Z
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 · 2026-10-22T21:34:39.428610784Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.54 | 81.3% | 27.2% | 14.30 | 206.2% | 36.0% |
| 25Δ | 23.19 | 73.6% | 20.8% | 16.45 | 132.2% | 22.8% |
| 30Δ | 25.79 | 133.7% | 37.4% | 18.17 | 66.8% | 11.5% |
| 35Δ | 22.49 | 88.8% | 19.6% | 18.66 | 65.5% | 9.9% |
| 40Δ | 23.56 | 126.3% | 27.9% | 19.13 | 63.6% | 8.3% |
| 45Δ | 20.88 | 83.6% | 13.3% | 19.54 | 60.1% | 6.9% |
| 50Δ | 20.28 | 84.7% | 11.5% | 19.96 | 56.6% | 5.5% |
| 55Δ | 19.68 | 87.1% | 10.0% | 21.12 | 94.8% | 7.5% |
| 60Δ | 19.08 | 90.8% | 8.8% | 21.71 | 90.9% | 6.2% |
| 65Δ | 18.39 | 97.6% | 7.9% | 22.31 | 87.0% | 4.9% |
| 70Δ | 17.63 | 104.1% | 6.9% | 22.90 | 83.1% | 3.6% |
| 75Δ | 16.92 | 104.9% | 5.6% | 22.76 | 63.2% | 2.0% |
| 80Δ | 16.58 | 90.8% | 4.0% | 24.02 | 70.8% | 1.6% |
No recorded observations