Share price$17.45
1D-1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:03:48.797Z
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 · 2026-10-22T20:10:00.001125186Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.67 | 77.3% | 26.4% | 15.13 | 66.6% | 15.5% |
| 25Δ | 19.90 | 58.8% | 16.3% | 15.55 | 59.3% | 13.2% |
| 30Δ | 19.47 | 57.4% | 14.5% | 15.97 | 52.1% | 10.9% |
| 35Δ | 19.04 | 55.9% | 12.6% | 16.39 | 44.9% | 8.6% |
| 40Δ | 18.61 | 54.5% | 10.8% | 16.81 | 37.6% | 6.3% |
| 45Δ | 18.19 | 53.1% | 9.0% | 17.23 | 30.4% | 4.0% |
| 50Δ | 17.76 | 51.6% | 7.1% | 17.77 | 29.1% | 2.5% |
| 55Δ | 17.36 | 50.7% | 5.7% | 18.51 | 38.0% | 2.4% |
| 60Δ | 17.00 | 50.5% | 5.0% | 19.25 | 46.8% | 2.3% |
| 65Δ | 16.64 | 50.4% | 4.4% | 19.99 | 55.7% | 2.2% |
| 70Δ | 16.29 | 50.2% | 3.7% | 20.73 | 64.6% | 2.0% |
| 75Δ | 15.93 | 50.0% | 3.0% | 21.46 | 73.5% | 1.9% |
| 80Δ | 15.57 | 49.9% | 2.3% | 22.20 | 82.3% | 1.8% |
No recorded observations