Share price$18.95
1D-0.2%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T16:16:07.224Z
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 · 2026-10-22T16:15:28.127434503Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.73 | 65.9% | 21.8% | 16.40 | 67.2% | 15.7% |
| 25Δ | 21.41 | 55.1% | 15.1% | 17.02 | 61.3% | 12.9% |
| 30Δ | 20.65 | 48.1% | 11.3% | 17.65 | 55.4% | 10.0% |
| 35Δ | 20.05 | 42.1% | 8.4% | 18.15 | 51.5% | 7.9% |
| 40Δ | 19.74 | 44.5% | 7.7% | 18.50 | 50.2% | 6.8% |
| 45Δ | 19.46 | 47.6% | 7.1% | 18.85 | 48.9% | 5.6% |
| 50Δ | 19.17 | 50.7% | 6.5% | 19.21 | 49.2% | 4.8% |
| 55Δ | 18.86 | 53.1% | 5.9% | 19.58 | 50.5% | 4.2% |
| 60Δ | 18.48 | 54.2% | 5.1% | 19.95 | 51.9% | 3.5% |
| 65Δ | 18.11 | 55.3% | 4.3% | 20.36 | 52.3% | 2.9% |
| 70Δ | 17.69 | 56.2% | 3.6% | 20.79 | 52.4% | 2.3% |
| 75Δ | 17.26 | 57.0% | 2.9% | 21.16 | 50.8% | 1.7% |
| 80Δ | 16.77 | 57.9% | 2.3% | 21.47 | 47.2% | 1.2% |
No recorded observations