Share price$17.20
1D-0.9%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:08:30.915Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-23T19:07:51.104893757Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.68 | 127.5% | 33.2% | |||
| 25Δ | 13.29 | 120.3% | 30.5% | |||
| 30Δ | 24.78 | 116.5% | 50.9% | 13.89 | 113.0% | 27.9% |
| 35Δ | 23.86 | 109.5% | 46.3% | 14.50 | 105.7% | 25.2% |
| 40Δ | 22.95 | 102.4% | 41.8% | 15.10 | 98.4% | 22.5% |
| 45Δ | 22.04 | 95.3% | 37.2% | 15.71 | 91.1% | 19.8% |
| 50Δ | 21.12 | 88.2% | 32.6% | 16.32 | 83.9% | 17.1% |
| 55Δ | 20.21 | 81.2% | 28.1% | 16.92 | 76.6% | 14.5% |
| 60Δ | 19.30 | 74.1% | 23.5% | 17.53 | 69.3% | 11.8% |
| 65Δ | 18.38 | 67.0% | 18.9% | 18.14 | 62.0% | 9.1% |
| 70Δ | 17.47 | 59.9% | 14.4% | 18.74 | 54.7% | 6.4% |
| 75Δ | 16.55 | 52.8% | 9.8% | 19.35 | 47.4% | 3.7% |
| 80Δ | 15.64 | 45.8% | 5.2% | 19.96 | 40.2% | 1.1% |
No recorded observations