Share price$13.31
1D+0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:14:10.106Z
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 · 2026-10-22T20:10:00.002355512Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.33 | 142.9% | 56.5% | 10.89 | 103.8% | 21.9% |
| 25Δ | 16.94 | 102.7% | 31.0% | 11.69 | 83.3% | 16.1% |
| 30Δ | 15.62 | 81.9% | 21.1% | 12.61 | 42.6% | 7.6% |
| 35Δ | 14.84 | 67.9% | 15.4% | 13.13 | 23.4% | 3.5% |
| 40Δ | 14.06 | 53.8% | 9.6% | 13.34 | 25.9% | 3.2% |
| 45Δ | 13.86 | 47.5% | 8.0% | 13.55 | 28.4% | 2.9% |
| 50Δ | 13.71 | 41.9% | 6.8% | 13.76 | 30.9% | 2.7% |
| 55Δ | 13.56 | 36.3% | 5.5% | 13.96 | 33.4% | 2.4% |
| 60Δ | 13.40 | 30.7% | 4.3% | 14.17 | 35.9% | 2.1% |
| 65Δ | 13.25 | 25.1% | 3.1% | 14.38 | 38.3% | 1.8% |
| 70Δ | 13.10 | 19.5% | 1.8% | 14.59 | 40.8% | 1.6% |
| 75Δ | 12.90 | 17.3% | 1.0% | 14.80 | 43.3% | 1.3% |
| 80Δ | 12.60 | 21.5% | 0.9% | |||
No recorded observations