Share price$13.38
1D+5.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:25:47.938Z
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 · 2026-10-22T16:23:03.928378917Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.89 | 161.4% | 67.8% | 10.11 | 164.4% | 31.0% |
| 25Δ | 20.15 | 159.4% | 56.1% | 10.98 | 156.5% | 26.3% |
| 30Δ | 18.76 | 158.0% | 47.0% | 11.73 | 164.7% | 24.0% |
| 35Δ | 17.60 | 157.7% | 39.9% | 12.48 | 161.8% | 20.9% |
| 40Δ | 16.51 | 154.9% | 33.3% | 13.26 | 157.9% | 17.9% |
| 45Δ | 15.59 | 154.3% | 28.2% | 14.12 | 165.7% | 16.2% |
| 50Δ | 14.76 | 154.1% | 23.9% | 14.94 | 164.2% | 13.8% |
| 55Δ | 13.91 | 149.3% | 19.2% | 15.76 | 161.3% | 11.7% |
| 60Δ | 13.19 | 150.1% | 16.1% | 16.77 | 163.1% | 9.9% |
| 65Δ | 12.48 | 148.0% | 13.0% | 17.88 | 164.7% | 8.2% |
| 70Δ | 11.78 | 144.8% | 10.2% | 19.62 | 173.7% | 6.9% |
| 75Δ | 11.11 | 141.1% | 7.7% | 20.75 | 168.5% | 5.2% |
| 80Δ | 10.35 | 143.1% | 5.8% | 22.59 | 169.8% | 3.7% |
No recorded observations