Share price$16.51
1D+0.2%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:52:35.287Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:52:34.052898905Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.52 | 299.4% | 26.6% | |||
| 25Δ | 19.37 | 274.7% | 20.3% | |||
| 30Δ | 21.03 | 462.0% | 33.1% | |||
| 35Δ | 21.10 | 481.2% | 34.1% | |||
| 40Δ | 20.54 | 434.0% | 30.4% | |||
| 45Δ | 19.98 | 386.7% | 26.7% | |||
| 50Δ | 19.42 | 339.5% | 23.0% | |||
| 55Δ | 18.86 | 292.2% | 19.4% | |||
| 60Δ | 18.31 | 244.9% | 15.7% | |||
| 65Δ | 17.75 | 197.7% | 12.0% | |||
| 70Δ | 17.19 | 150.4% | 8.3% | |||
| 75Δ | 16.63 | 103.2% | 4.6% | |||
| 80Δ | 16.07 | 55.9% | 0.9% | 18.76 | 142.9% | 0.8% |
| Date | IV |
|---|---|
| 65.15% | |
| 75.79% |