Share price$17.17
1D+0.1%
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 2026-10-22T21:11:03.016Z
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 · 2026-10-22T20:10:04.447474903Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.32 | 94.1% | 32.7% | 14.64 | 78.3% | 17.5% |
| 25Δ | 20.00 | 68.5% | 19.1% | 15.44 | 65.1% | 13.0% |
| 30Δ | 19.06 | 58.8% | 13.9% | 16.05 | 55.9% | 9.8% |
| 35Δ | 18.50 | 52.8% | 11.0% | 16.41 | 51.2% | 8.0% |
| 40Δ | 17.98 | 47.2% | 8.3% | 16.77 | 46.6% | 6.3% |
| 45Δ | 17.70 | 44.2% | 7.0% | 17.08 | 42.8% | 4.9% |
| 50Δ | 17.41 | 41.1% | 5.7% | 17.30 | 40.7% | 4.2% |
| 55Δ | 17.13 | 38.1% | 4.4% | 17.51 | 38.5% | 3.4% |
| 60Δ | 16.88 | 36.1% | 3.5% | 17.73 | 36.4% | 2.6% |
| 65Δ | 16.68 | 34.8% | 3.0% | 17.95 | 34.3% | 1.9% |
| 70Δ | 16.47 | 33.5% | 2.4% | 18.26 | 34.7% | 1.4% |
| 75Δ | 16.27 | 32.3% | 1.9% | 18.59 | 35.8% | 1.1% |
| 80Δ | 16.06 | 31.0% | 1.4% | 18.92 | 37.0% | 0.8% |
No recorded observations