Share price$15.20
1D-3.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:22:07.464Z
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 · 2026-10-22T23:12:51.194170146Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.99 | 81.5% | 27.3% | 12.88 | 82.2% | 18.1% |
| 25Δ | 17.86 | 71.7% | 20.2% | 13.44 | 78.1% | 15.3% |
| 30Δ | 17.12 | 65.9% | 15.8% | 13.95 | 75.0% | 12.7% |
| 35Δ | 16.63 | 63.3% | 13.3% | 14.37 | 74.8% | 11.2% |
| 40Δ | 16.19 | 61.4% | 11.0% | 14.78 | 75.0% | 9.7% |
| 45Δ | 15.81 | 60.5% | 9.3% | 15.19 | 75.1% | 8.4% |
| 50Δ | 15.48 | 60.4% | 8.1% | 15.60 | 75.2% | 7.2% |
| 55Δ | 15.15 | 60.4% | 6.8% | 16.02 | 75.4% | 6.1% |
| 60Δ | 14.81 | 60.3% | 5.7% | 16.54 | 77.6% | 5.2% |
| 65Δ | 14.48 | 60.1% | 4.8% | 17.07 | 80.1% | 4.4% |
| 70Δ | 14.15 | 60.0% | 3.9% | 17.79 | 84.5% | 3.7% |
| 75Δ | 13.80 | 59.2% | 3.1% | 18.52 | 86.0% | 2.9% |
| 80Δ | 13.44 | 57.9% | 2.3% | 19.97 | 97.6% | 2.3% |
No recorded observations