Share price$16.39
1D+3.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T09:57:37.043Z
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 · 2026-10-21T20:00:07.34549452Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.18 | 98.6% | 32.7% | 12.67 | 142.2% | 28.2% |
| 25Δ | 21.84 | 124.2% | 38.3% | 13.84 | 110.0% | 20.6% |
| 30Δ | 22.48 | 149.1% | 43.7% | 15.01 | 78.3% | 13.2% |
| 35Δ | 20.32 | 114.7% | 30.0% | 15.54 | 82.4% | 12.1% |
| 40Δ | 18.17 | 80.4% | 16.3% | 16.06 | 86.5% | 11.0% |
| 45Δ | 17.21 | 69.9% | 11.2% | 16.59 | 90.6% | 9.9% |
| 50Δ | 16.79 | 70.2% | 9.9% | 17.12 | 94.7% | 8.8% |
| 55Δ | 16.36 | 70.4% | 8.6% | 17.70 | 97.6% | 7.7% |
| 60Δ | 15.94 | 70.7% | 7.3% | 18.40 | 97.8% | 6.5% |
| 65Δ | 15.52 | 70.9% | 5.9% | 19.09 | 98.0% | 5.4% |
| 70Δ | 15.10 | 71.2% | 4.6% | 19.79 | 98.2% | 4.3% |
| 75Δ | 14.62 | 68.7% | 3.7% | 21.41 | 106.2% | 3.4% |
| 80Δ | 14.13 | 65.4% | 2.9% | 23.44 | 117.6% | 2.6% |
No recorded observations