Share price$15.10
1D+2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:24:23.277Z
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 · 2026-10-22T20:05:00.549071136Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.05 | 116.3% | 42.6% | 13.02 | 75.0% | 16.5% |
| 25Δ | 17.48 | 65.4% | 18.2% | 13.37 | 114.7% | 19.0% |
| 30Δ | 21.95 | 172.0% | 52.6% | 13.72 | 154.3% | 21.5% |
| 35Δ | 18.92 | 136.7% | 32.8% | 14.10 | 171.9% | 21.7% |
| 40Δ | 18.11 | 138.7% | 29.3% | 14.59 | 102.2% | 12.6% |
| 45Δ | 17.29 | 140.6% | 25.8% | 15.05 | 43.2% | 4.9% |
| 50Δ | 16.48 | 142.5% | 22.4% | 15.36 | 44.5% | 4.3% |
| 55Δ | 15.66 | 144.5% | 18.9% | 15.66 | 45.8% | 3.8% |
| 60Δ | 14.86 | 144.4% | 15.4% | 15.97 | 47.0% | 3.3% |
| 65Δ | 14.07 | 135.2% | 11.6% | 16.28 | 48.3% | 2.7% |
| 70Δ | 13.39 | 128.2% | 8.8% | 16.59 | 49.6% | 2.2% |
| 75Δ | 12.51 | 134.3% | 7.0% | 16.90 | 50.8% | 1.7% |
| 80Δ | 11.31 | 159.3% | 6.2% | 19.03 | 84.3% | 2.0% |
No recorded observations