Share price$17.23
1D+0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-23T14:14:02.815Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15
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 · 2026-10-23T14:07:37.159838191Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.47 | 95.5% | 37.7% | |||
| 25Δ | 12.16 | 89.1% | 34.3% | |||
| 30Δ | 12.85 | 82.7% | 30.9% | |||
| 35Δ | 13.54 | 76.3% | 27.5% | |||
| 40Δ | 14.23 | 69.9% | 24.1% | |||
| 45Δ | 14.92 | 63.5% | 20.7% | |||
| 50Δ | 15.61 | 57.0% | 17.4% | |||
| 55Δ | 16.30 | 50.6% | 14.0% | |||
| 60Δ | 16.99 | 44.2% | 10.6% | |||
| 65Δ | 17.68 | 37.8% | 7.2% | |||
| 70Δ | 18.37 | 31.4% | 3.8% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations