Share price$13.81
1D-0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:50:50.744Z
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 · 2026-10-22T23:00:00.002191093Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.10 | 193.1% | 34.8% | |||
| 25Δ | 10.74 | 179.1% | 31.1% | |||
| 30Δ | 17.46 | 109.8% | 31.4% | 11.38 | 165.0% | 27.3% |
| 35Δ | 17.64 | 144.7% | 35.5% | 12.02 | 151.0% | 23.5% |
| 40Δ | 16.82 | 135.4% | 30.6% | 12.66 | 136.9% | 19.8% |
| 45Δ | 16.12 | 127.6% | 26.5% | 13.30 | 122.9% | 16.0% |
| 50Δ | 15.41 | 119.8% | 22.4% | 13.94 | 108.8% | 12.3% |
| 55Δ | 14.70 | 112.0% | 18.3% | 14.58 | 94.8% | 8.5% |
| 60Δ | 13.99 | 104.1% | 14.2% | 15.49 | 91.5% | 5.9% |
| 65Δ | 13.28 | 96.3% | 10.1% | 16.95 | 109.0% | 5.4% |
| 70Δ | 12.58 | 88.5% | 6.0% | 18.41 | 126.5% | 4.9% |
| 75Δ | 11.61 | 97.6% | 4.7% | 19.86 | 144.1% | 4.5% |
| 80Δ | 10.62 | 108.7% | 3.8% | 19.51 | 117.9% | 2.8% |
No recorded observations