Share price$16.49
1D+2.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T05:34:25.227Z
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 · 2026-10-22T20:00:00.498197721Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T05:34:24.779339+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.95 | 134.3% | 49.5% | 12.46 | 162.4% | 30.7% |
| 25Δ | 24.74 | 161.7% | 55.7% | 13.90 | 123.9% | 21.9% |
| 30Δ | 22.60 | 146.0% | 43.2% | 15.22 | 80.6% | 12.9% |
| 35Δ | 21.03 | 123.8% | 33.8% | 15.36 | 91.1% | 13.6% |
| 40Δ | 19.47 | 101.5% | 24.3% | 15.82 | 82.7% | 11.2% |
| 45Δ | 17.91 | 79.3% | 14.8% | 16.28 | 74.2% | 8.9% |
| 50Δ | 16.84 | 65.4% | 8.7% | 16.74 | 65.8% | 6.6% |
| 55Δ | 16.46 | 63.2% | 7.2% | 17.13 | 59.8% | 4.9% |
| 60Δ | 16.08 | 61.1% | 5.7% | 17.44 | 57.4% | 4.0% |
| 65Δ | 15.85 | 56.4% | 4.7% | 17.76 | 54.9% | 3.1% |
| 70Δ | 15.65 | 51.0% | 3.8% | 18.16 | 54.5% | 2.3% |
| 75Δ | 15.46 | 45.6% | 3.0% | 18.85 | 61.4% | 2.0% |
| 80Δ | 15.26 | 40.2% | 2.1% | 20.58 | 82.3% | 1.9% |
No recorded observations