Share price$18.89
1D-0.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:41:49.133Z
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 · 2026-10-22T16:41:38.429981915Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.34 | 76.5% | 25.8% | 16.36 | 66.7% | 15.6% |
| 25Δ | 21.36 | 55.6% | 15.2% | 16.97 | 60.9% | 12.8% |
| 30Δ | 20.60 | 48.7% | 11.5% | 17.58 | 55.0% | 10.0% |
| 35Δ | 19.99 | 42.9% | 8.5% | 18.10 | 50.5% | 7.8% |
| 40Δ | 19.70 | 46.2% | 8.0% | 18.44 | 49.2% | 6.7% |
| 45Δ | 19.42 | 49.5% | 7.4% | 18.78 | 47.8% | 5.5% |
| 50Δ | 19.13 | 52.8% | 6.8% | 19.12 | 47.3% | 4.6% |
| 55Δ | 18.79 | 55.0% | 6.1% | 19.48 | 48.5% | 4.0% |
| 60Δ | 18.41 | 56.4% | 5.3% | 19.84 | 49.6% | 3.4% |
| 65Δ | 18.03 | 57.7% | 4.5% | 20.22 | 50.1% | 2.8% |
| 70Δ | 17.64 | 56.6% | 3.7% | 20.62 | 49.9% | 2.2% |
| 75Δ | 17.26 | 55.3% | 2.9% | 21.31 | 54.3% | 1.7% |
| 80Δ | 16.74 | 56.8% | 2.2% | 23.72 | 85.1% | 2.2% |
No recorded observations