Share price$19.05
1D-15.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:01:28.491Z
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 · 2026-10-23T00:00:04.545969506Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 32.72 | 175.9% | 76.2% | |||
| 25Δ | 29.25 | 166.3% | 59.1% | 15.54 | 166.4% | 27.5% |
| 30Δ | 26.97 | 162.4% | 48.6% | 16.68 | 163.8% | 23.9% |
| 35Δ | 25.40 | 163.8% | 41.9% | 17.77 | 157.8% | 20.4% |
| 40Δ | 24.27 | 171.6% | 38.2% | 18.96 | 167.5% | 18.7% |
| 45Δ | 22.53 | 163.6% | 30.4% | 20.07 | 164.4% | 16.1% |
| 50Δ | 21.23 | 162.4% | 25.5% | 20.99 | 153.8% | 13.2% |
| 55Δ | 20.07 | 164.5% | 21.8% | 22.60 | 165.6% | 11.9% |
| 60Δ | 18.98 | 170.0% | 18.9% | 23.56 | 157.1% | 9.7% |
| 65Δ | 17.84 | 173.6% | 15.8% | 25.18 | 160.1% | 8.1% |
| 70Δ | 16.66 | 174.4% | 12.8% | 27.14 | 165.1% | 6.6% |
| 75Δ | 15.52 | 170.2% | 9.6% | 28.24 | 155.6% | 4.8% |
| 80Δ | 30.65 | 158.0% | 3.5% | |||
No recorded observations