Share price$17.27
1D-1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:28:49.990Z
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 · 2026-10-22T20:00:01.765490751Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.85 | 187.4% | 33.4% | |||
| 25Δ | 27.50 | 170.5% | 64.9% | 15.26 | 78.0% | 15.4% |
| 30Δ | 22.29 | 126.1% | 34.7% | 15.75 | 76.8% | 13.6% |
| 35Δ | 20.19 | 101.4% | 22.7% | 16.24 | 75.6% | 11.9% |
| 40Δ | 19.41 | 100.4% | 19.5% | 16.73 | 74.3% | 10.1% |
| 45Δ | 18.75 | 101.9% | 17.1% | 17.22 | 73.1% | 8.4% |
| 50Δ | 18.10 | 103.3% | 14.8% | 17.76 | 73.9% | 7.0% |
| 55Δ | 17.45 | 104.1% | 12.4% | 18.39 | 77.6% | 6.2% |
| 60Δ | 16.90 | 98.9% | 10.5% | 19.02 | 81.2% | 5.4% |
| 65Δ | 16.35 | 93.6% | 8.5% | 19.64 | 84.9% | 4.6% |
| 70Δ | 15.80 | 88.4% | 6.5% | 20.35 | 86.8% | 3.8% |
| 75Δ | 15.25 | 83.1% | 4.5% | 21.17 | 86.5% | 2.9% |
| 80Δ | 14.54 | 82.3% | 3.2% | 21.99 | 86.2% | 2.1% |
No recorded observations