Share price$14.10
1D+2.1%
Sold putSold call
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Market datapartial · fetched 2026-10-23T14:12:30.453Z
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 · 2026-10-23T14:03:26.662134546Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.18 | 76.3% | 30.8% | 11.14 | 93.4% | 24.5% |
| 25Δ | 17.16 | 67.4% | 23.9% | 11.63 | 90.0% | 21.9% |
| 30Δ | 16.14 | 58.5% | 17.1% | 12.13 | 86.6% | 19.4% |
| 35Δ | 15.11 | 49.6% | 10.2% | 12.63 | 83.1% | 16.8% |
| 40Δ | 14.74 | 50.2% | 8.7% | 13.12 | 79.7% | 14.3% |
| 45Δ | 14.45 | 52.0% | 7.9% | 13.62 | 76.3% | 11.7% |
| 50Δ | 14.16 | 53.8% | 7.1% | 14.11 | 72.8% | 9.2% |
| 55Δ | 13.86 | 55.6% | 6.3% | 14.61 | 69.4% | 6.6% |
| 60Δ | 13.57 | 57.4% | 5.6% | 15.15 | 68.2% | 4.5% |
| 65Δ | 13.28 | 59.2% | 4.8% | 15.89 | 75.8% | 4.0% |
| 70Δ | 12.99 | 61.0% | 4.0% | 16.62 | 83.3% | 3.5% |
| 75Δ | 12.70 | 62.8% | 3.2% | 17.36 | 90.9% | 2.9% |
| 80Δ | 11.92 | 79.1% | 2.6% | 20.76 | 132.8% | 3.0% |
No recorded observations