Share price$15.01
1D-3.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:01:35.663Z
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 · 2026-10-23T00:00:04.402666397Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.90 | 84.2% | 28.3% | 12.74 | 81.2% | 18.0% |
| 25Δ | 17.77 | 74.8% | 21.2% | 13.32 | 75.4% | 14.8% |
| 30Δ | 16.99 | 69.1% | 16.5% | 13.80 | 72.2% | 12.4% |
| 35Δ | 16.52 | 67.3% | 14.1% | 14.22 | 70.6% | 10.6% |
| 40Δ | 16.05 | 65.4% | 11.7% | 14.60 | 70.3% | 9.2% |
| 45Δ | 15.68 | 65.7% | 10.2% | 14.98 | 70.1% | 7.8% |
| 50Δ | 15.33 | 66.2% | 8.8% | 15.35 | 69.6% | 6.7% |
| 55Δ | 14.97 | 66.7% | 7.5% | 15.73 | 69.2% | 5.7% |
| 60Δ | 14.60 | 67.6% | 6.5% | 16.14 | 69.2% | 4.7% |
| 65Δ | 14.23 | 68.4% | 5.4% | 16.60 | 70.4% | 3.9% |
| 70Δ | 13.84 | 69.2% | 4.4% | 17.10 | 71.9% | 3.1% |
| 75Δ | 13.41 | 70.1% | 3.6% | 17.76 | 74.6% | 2.5% |
| 80Δ | 12.97 | 71.3% | 2.7% | 18.39 | 74.4% | 1.8% |
No recorded observations