Share price$14.21
1D+0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:48:58.092Z
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 · 2026-10-22T23:00:00.003351788Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.02 | 326.1% | 46.7% | |||
| 25Δ | 10.78 | 290.3% | 40.8% | |||
| 30Δ | 26.70 | 251.2% | 97.6% | 11.55 | 254.4% | 34.8% |
| 35Δ | 20.30 | 190.9% | 52.5% | 12.32 | 218.6% | 28.8% |
| 40Δ | 19.11 | 175.6% | 45.0% | 13.08 | 182.8% | 22.9% |
| 45Δ | 18.15 | 162.7% | 39.1% | 13.85 | 146.9% | 16.9% |
| 50Δ | 17.20 | 149.8% | 33.3% | 14.62 | 111.1% | 11.0% |
| 55Δ | 16.25 | 137.0% | 27.5% | 15.29 | 93.3% | 7.4% |
| 60Δ | 15.30 | 124.1% | 21.6% | 15.87 | 93.3% | 6.3% |
| 65Δ | 14.34 | 111.2% | 15.8% | 16.45 | 93.4% | 5.2% |
| 70Δ | 13.39 | 98.4% | 9.9% | 17.02 | 93.4% | 4.1% |
| 75Δ | 18.00 | 99.7% | 3.2% | |||
| 80Δ | 21.84 | 144.0% | 3.2% | |||
No recorded observations