Share price$16.44
1D-1.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:05:18.181Z
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 · 2026-10-22T16:04:35.56491958Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.79 | 137.0% | 27.3% | |||
| 25Δ | 14.22 | 92.3% | 17.7% | |||
| 30Δ | 15.19 | 68.4% | 11.9% | |||
| 35Δ | 15.61 | 69.3% | 10.7% | |||
| 40Δ | 17.26 | 53.0% | 9.3% | 16.04 | 70.1% | 9.5% |
| 45Δ | 16.90 | 56.6% | 8.5% | 16.46 | 71.0% | 8.3% |
| 50Δ | 16.53 | 60.2% | 7.8% | 16.88 | 71.8% | 7.1% |
| 55Δ | 16.17 | 63.8% | 7.0% | 17.30 | 72.7% | 6.0% |
| 60Δ | 15.80 | 67.4% | 6.3% | 17.76 | 72.3% | 5.0% |
| 65Δ | 15.44 | 71.0% | 5.5% | 18.24 | 70.8% | 4.1% |
| 70Δ | 15.07 | 74.6% | 4.8% | 18.73 | 69.2% | 3.3% |
| 75Δ | 19.22 | 67.7% | 2.5% | |||
| 80Δ | 19.70 | 66.2% | 1.7% | |||
No recorded observations