Share price$14.91
1D-1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:22:09.325Z
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 · 2026-10-22T20:00:05.862780026Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | 15.21 | 139.3% | 14.7% | |||
| 50Δ | 15.58 | 128.0% | 12.7% | |||
| 55Δ | 15.94 | 116.7% | 10.6% | |||
| 60Δ | 14.82 | 142.3% | 15.9% | 16.31 | 105.4% | 8.6% |
| 65Δ | 14.35 | 127.4% | 13.1% | 16.67 | 94.1% | 6.6% |
| 70Δ | 13.88 | 112.5% | 10.3% | 17.04 | 82.8% | 4.6% |
| 75Δ | 13.41 | 97.6% | 7.4% | 17.40 | 71.5% | 2.6% |
| 80Δ | 12.94 | 82.7% | 4.6% | 17.99 | 66.7% | 1.7% |
No recorded observations