Share price$13.75
1D+5.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T21:12:55.011Z
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 · 2026-10-23T20:10:00.004264167Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.87 | 169.0% | 70.6% | 9.74 | 197.3% | 35.4% |
| 25Δ | 19.73 | 127.5% | 47.5% | 11.20 | 137.6% | 24.1% |
| 30Δ | 16.25 | 74.3% | 21.4% | 12.55 | 84.6% | 13.9% |
| 35Δ | 14.84 | 54.1% | 11.3% | 13.06 | 91.2% | 12.9% |
| 40Δ | 14.60 | 52.6% | 10.3% | 13.57 | 97.8% | 11.9% |
| 45Δ | 14.36 | 51.0% | 9.3% | 14.08 | 104.4% | 10.9% |
| 50Δ | 14.12 | 49.4% | 8.2% | 14.59 | 111.0% | 9.9% |
| 55Δ | 13.88 | 47.8% | 7.2% | 15.17 | 117.0% | 8.8% |
| 60Δ | 13.63 | 46.2% | 6.1% | 15.99 | 120.5% | 7.7% |
| 65Δ | 13.39 | 44.6% | 5.1% | 16.81 | 124.1% | 6.5% |
| 70Δ | 13.15 | 43.0% | 4.1% | 17.97 | 131.5% | 5.4% |
| 75Δ | 12.91 | 41.5% | 3.0% | 20.81 | 158.5% | 4.7% |
| 80Δ | 12.66 | 39.9% | 2.0% | 23.60 | 176.6% | 3.9% |
No recorded observations