Share price$19.20
1D-3.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-24T05:23:36.681Z
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 · 2026-10-24T00:00:04.536143388Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-24T05:23:36.669467+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.62 | 158.7% | 63.5% | 14.58 | 165.4% | 30.4% |
| 25Δ | 29.43 | 169.6% | 58.9% | 15.74 | 164.9% | 26.6% |
| 30Δ | 27.68 | 172.6% | 51.4% | 16.85 | 159.2% | 22.8% |
| 35Δ | 25.59 | 168.4% | 41.9% | 17.93 | 168.9% | 20.9% |
| 40Δ | 24.21 | 172.4% | 36.6% | 18.97 | 161.1% | 17.7% |
| 45Δ | 22.69 | 169.6% | 30.4% | 20.04 | 159.9% | 15.3% |
| 50Δ | 21.55 | 174.1% | 26.7% | 21.23 | 162.4% | 13.4% |
| 55Δ | 20.15 | 165.5% | 20.9% | 22.40 | 161.0% | 11.4% |
| 60Δ | 19.05 | 169.0% | 17.8% | 23.50 | 156.9% | 9.4% |
| 65Δ | 17.93 | 169.5% | 14.6% | 24.82 | 156.1% | 7.7% |
| 70Δ | 16.82 | 168.1% | 11.6% | 26.71 | 159.5% | 6.3% |
| 75Δ | 15.67 | 171.0% | 9.2% | 28.58 | 160.0% | 4.9% |
| 80Δ | 14.46 | 173.6% | 7.0% | 31.52 | 166.8% | 3.6% |
No recorded observations