Share price$18.77
1D-2.4%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:02:01.273Z
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 · 2026-10-23T16:01:33.573436539Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.00 | 105.4% | 46.3% | 15.37 | 85.2% | 20.4% |
| 25Δ | 24.87 | 89.2% | 35.2% | 16.77 | 62.0% | 13.1% |
| 30Δ | 22.73 | 73.0% | 24.1% | 17.69 | 51.2% | 8.9% |
| 35Δ | 20.60 | 56.8% | 13.0% | 18.08 | 53.7% | 8.2% |
| 40Δ | 19.73 | 53.4% | 9.3% | 18.47 | 56.2% | 7.4% |
| 45Δ | 19.35 | 55.0% | 8.4% | 18.86 | 58.8% | 6.7% |
| 50Δ | 18.97 | 56.7% | 7.5% | 19.26 | 61.3% | 5.9% |
| 55Δ | 18.59 | 58.3% | 6.6% | 19.65 | 63.8% | 5.2% |
| 60Δ | 18.21 | 59.9% | 5.7% | |||
| 65Δ | 17.83 | 61.6% | 4.8% | |||
| 70Δ | 17.33 | 65.4% | 4.0% | |||
| 75Δ | 16.13 | 82.7% | 3.6% | |||
| 80Δ | 14.92 | 99.9% | 3.2% | |||
No recorded observations