Share price$14.45
1D-1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:44:47.432Z
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 · 2026-10-22T20:38:33.050199582Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.80 | 175.4% | 32.3% | |||
| 25Δ | 12.04 | 137.4% | 23.8% | |||
| 30Δ | 20.67 | 166.0% | 50.2% | 12.91 | 111.6% | 17.7% |
| 35Δ | 17.83 | 129.2% | 30.5% | 13.51 | 93.9% | 13.6% |
| 40Δ | 16.34 | 104.1% | 20.1% | 14.04 | 78.2% | 10.0% |
| 45Δ | 15.45 | 86.2% | 14.0% | 14.34 | 70.4% | 8.2% |
| 50Δ | 14.85 | 75.6% | 10.2% | 14.64 | 62.7% | 6.3% |
| 55Δ | 14.46 | 73.6% | 8.5% | 14.94 | 54.9% | 4.5% |
| 60Δ | 14.07 | 71.5% | 6.9% | 15.16 | 50.9% | 3.6% |
| 65Δ | 13.72 | 69.1% | 5.6% | 15.37 | 47.7% | 2.9% |
| 70Δ | 13.39 | 66.5% | 4.5% | 15.57 | 44.6% | 2.2% |
| 75Δ | 13.06 | 64.0% | 3.3% | 15.77 | 41.5% | 1.5% |
| 80Δ | 12.53 | 68.1% | 2.6% | 15.97 | 38.4% | 0.8% |
No recorded observations