Share price$17.06
1D+0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:54:43.878Z
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 · 2026-10-22T20:00:08.633878361Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.59 | 118.7% | 24.5% | |||
| 25Δ | 21.06 | 89.0% | 26.7% | 15.10 | 79.1% | 15.3% |
| 30Δ | 24.44 | 160.5% | 50.1% | 15.61 | 80.7% | 13.9% |
| 35Δ | 22.82 | 143.6% | 41.0% | 16.11 | 82.2% | 12.4% |
| 40Δ | 21.20 | 126.8% | 32.0% | 16.61 | 83.8% | 11.0% |
| 45Δ | 19.57 | 109.9% | 23.0% | 17.12 | 85.4% | 9.5% |
| 50Δ | 17.95 | 93.1% | 14.0% | 17.60 | 85.6% | 8.1% |
| 55Δ | 17.17 | 85.7% | 10.4% | 18.01 | 81.5% | 7.0% |
| 60Δ | 16.70 | 81.9% | 8.8% | 18.42 | 77.3% | 5.9% |
| 65Δ | 16.24 | 78.0% | 7.2% | 18.84 | 73.2% | 4.7% |
| 70Δ | 15.78 | 74.2% | 5.6% | 19.25 | 69.1% | 3.6% |
| 75Δ | 15.31 | 70.4% | 4.0% | 19.66 | 65.0% | 2.5% |
| 80Δ | 14.76 | 68.2% | 2.7% | 20.49 | 66.8% | 1.5% |
No recorded observations