Share price$14.79
1D-14.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:31:46.974Z
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 · 2026-10-22T18:31:35.360190612Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.84 | 103.7% | 37.0% | 12.57 | 81.1% | 18.0% |
| 25Δ | 18.95 | 102.9% | 32.0% | 13.04 | 84.8% | 16.5% |
| 30Δ | 18.07 | 102.0% | 27.0% | 13.51 | 88.4% | 15.1% |
| 35Δ | 17.29 | 101.4% | 22.7% | 13.97 | 92.0% | 13.6% |
| 40Δ | 16.69 | 101.3% | 20.0% | 14.44 | 95.7% | 12.1% |
| 45Δ | 16.09 | 101.1% | 17.3% | 14.91 | 99.3% | 10.7% |
| 50Δ | 15.49 | 101.0% | 14.5% | 15.48 | 100.2% | 9.4% |
| 55Δ | 14.89 | 102.4% | 12.0% | 16.08 | 100.5% | 8.1% |
| 60Δ | 14.25 | 111.6% | 10.9% | 16.68 | 100.8% | 6.8% |
| 65Δ | 13.62 | 120.9% | 9.8% | 17.28 | 101.0% | 5.5% |
| 70Δ | 12.98 | 130.1% | 8.7% | |||
| 75Δ | 12.21 | 143.5% | 7.6% | |||
| 80Δ | 11.00 | 169.8% | 6.8% | |||
No recorded observations