Share price$16.49
1D-0.2%
Sold putSold callAH
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 2026-10-22T06:28:22.993Z
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 · 2026-10-21T20:00:04.464046102Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.95 | 218.0% | 111.2% | 12.21 | 181.6% | 33.4% |
| 25Δ | 20.74 | 100.5% | 29.7% | 13.40 | 157.1% | 27.0% |
| 30Δ | 21.90 | 139.1% | 39.2% | 14.46 | 136.5% | 21.3% |
| 35Δ | 21.66 | 148.2% | 39.1% | 15.28 | 121.5% | 17.1% |
| 40Δ | 19.90 | 125.2% | 28.6% | 15.85 | 112.3% | 14.5% |
| 45Δ | 18.13 | 102.2% | 18.1% | 16.42 | 103.1% | 11.9% |
| 50Δ | 17.14 | 94.5% | 13.2% | 16.99 | 93.8% | 9.3% |
| 55Δ | 16.57 | 95.4% | 11.5% | 17.58 | 86.1% | 6.8% |
| 60Δ | 16.01 | 96.3% | 9.8% | 18.41 | 91.8% | 6.0% |
| 65Δ | 15.44 | 97.2% | 8.1% | 19.24 | 97.5% | 5.2% |
| 70Δ | 14.84 | 98.4% | 6.5% | 20.09 | 102.7% | 4.4% |
| 75Δ | 14.12 | 100.7% | 5.3% | 21.09 | 102.7% | 3.4% |
| 80Δ | 13.39 | 102.9% | 4.1% | 22.10 | 102.8% | 2.5% |
No recorded observations