Share price$17.21
1D-0.3%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:12:54.531Z
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 · 2026-10-23T18:15:07.486742284Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.20 | 84.1% | 60.9% | 14.68 | 51.6% | 17.5% |
| 25Δ | 25.84 | 79.3% | 53.8% | 15.15 | 50.8% | 15.7% |
| 30Δ | 24.48 | 74.4% | 46.6% | 15.63 | 49.9% | 13.9% |
| 35Δ | 23.13 | 69.5% | 39.5% | 16.10 | 49.1% | 12.1% |
| 40Δ | 21.77 | 64.6% | 32.3% | 16.58 | 48.3% | 10.3% |
| 45Δ | 20.42 | 59.7% | 25.1% | 17.05 | 47.5% | 8.5% |
| 50Δ | 19.06 | 54.9% | 18.0% | 17.52 | 46.7% | 6.7% |
| 55Δ | 17.71 | 50.0% | 10.8% | 18.00 | 45.8% | 4.9% |
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations