Share price$19.37
1D+1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:58:33.162Z
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 · 2026-10-22T22:30:00.002081952Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.39 | 99.4% | 38.7% | 17.05 | 59.5% | 13.9% |
| 25Δ | 24.25 | 74.2% | 27.3% | 17.72 | 50.4% | 10.7% |
| 30Δ | 22.10 | 49.0% | 16.0% | 18.04 | 47.8% | 9.5% |
| 35Δ | 19.98 | 24.5% | 4.8% | 18.36 | 45.2% | 8.3% |
| 40Δ | 19.13 | 38.3% | 4.6% | 18.67 | 42.7% | 7.1% |
| 45Δ | 18.28 | 52.0% | 4.3% | 18.99 | 40.1% | 5.9% |
| 50Δ | 17.43 | 65.8% | 4.1% | 19.31 | 37.5% | 4.7% |
| 55Δ | 16.58 | 79.5% | 3.8% | 19.63 | 34.9% | 3.5% |
| 60Δ | 15.73 | 93.2% | 3.6% | 19.94 | 32.4% | 2.3% |
| 65Δ | 14.88 | 107.0% | 3.3% | 20.56 | 37.7% | 1.9% |
| 70Δ | 14.03 | 120.7% | 3.1% | 21.23 | 44.7% | 1.7% |
| 75Δ | 13.18 | 134.5% | 2.9% | 21.91 | 51.7% | 1.5% |
| 80Δ | 12.33 | 148.2% | 2.6% | 25.25 | 88.9% | 2.0% |
No recorded observations