Share price$15.16
1D+1.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:54:13.424Z
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 · 2026-10-22T16:54:10.220184897Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.10 | 114.4% | 42.4% | 10.87 | 170.0% | 33.7% |
| 25Δ | 17.99 | 73.9% | 21.5% | 11.76 | 142.1% | 27.5% |
| 30Δ | 21.60 | 143.7% | 48.0% | 12.66 | 114.2% | 21.3% |
| 35Δ | 20.45 | 123.2% | 40.1% | 13.55 | 86.4% | 15.1% |
| 40Δ | 19.30 | 102.7% | 32.2% | 14.44 | 58.5% | 8.9% |
| 45Δ | 18.14 | 82.2% | 24.3% | 15.40 | 46.6% | 4.9% |
| 50Δ | 16.99 | 61.7% | 16.3% | 16.48 | 61.0% | 4.7% |
| 55Δ | 15.84 | 41.1% | 8.4% | 17.55 | 75.4% | 4.5% |
| 60Δ | 14.90 | 26.9% | 2.5% | 18.62 | 89.7% | 4.3% |
| 65Δ | 14.55 | 29.9% | 2.2% | 19.69 | 104.1% | 4.2% |
| 70Δ | 14.19 | 32.8% | 2.0% | 20.76 | 118.5% | 4.0% |
| 75Δ | 13.84 | 35.8% | 1.7% | 21.83 | 132.9% | 3.8% |
| 80Δ | 13.48 | 38.8% | 1.4% | 20.00 | 99.1% | 2.3% |
No recorded observations