Share price$15.17
1D+1.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:27:56.903Z
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 · 2026-10-22T23:00:00.002858643Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.08 | 114.4% | 42.2% | 10.88 | 170.6% | 33.7% |
| 25Δ | 17.78 | 69.9% | 19.9% | 11.79 | 142.3% | 27.4% |
| 30Δ | 21.62 | 144.4% | 48.0% | 12.69 | 114.0% | 21.1% |
| 35Δ | 20.49 | 124.2% | 40.3% | 13.59 | 85.7% | 14.9% |
| 40Δ | 19.36 | 103.9% | 32.5% | 14.49 | 57.4% | 8.6% |
| 45Δ | 18.23 | 83.6% | 24.7% | 15.47 | 47.9% | 5.0% |
| 50Δ | 17.10 | 63.3% | 17.0% | 16.54 | 62.5% | 4.8% |
| 55Δ | 15.97 | 43.1% | 9.2% | 17.61 | 77.0% | 4.6% |
| 60Δ | 14.95 | 25.9% | 2.5% | 18.68 | 91.5% | 4.4% |
| 65Δ | 14.60 | 28.5% | 2.2% | 19.75 | 106.1% | 4.2% |
| 70Δ | 14.25 | 31.1% | 1.9% | 20.82 | 120.6% | 4.1% |
| 75Δ | 13.90 | 33.7% | 1.6% | 21.89 | 135.2% | 3.9% |
| 80Δ | 13.55 | 36.3% | 1.4% | 19.84 | 96.5% | 2.3% |
No recorded observations