Share price$13.32
1D-3.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:00:57.807Z
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 · 2026-10-22T18:00:34.761036602Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.29 | 153.5% | 64.2% | 10.59 | 112.6% | 24.4% |
| 25Δ | 24.65 | 216.9% | 91.9% | 11.32 | 95.7% | 19.2% |
| 30Δ | 19.37 | 141.4% | 51.0% | 12.06 | 78.9% | 13.9% |
| 35Δ | 14.93 | 80.3% | 16.9% | |||
| 40Δ | 14.51 | 88.4% | 15.9% | |||
| 45Δ | 14.10 | 96.5% | 15.0% | |||
| 50Δ | 13.68 | 104.6% | 14.0% | |||
| 55Δ | 13.27 | 112.6% | 13.0% | |||
| 60Δ | 12.85 | 120.7% | 12.0% | |||
| 65Δ | 12.42 | 126.7% | 10.8% | |||
| 70Δ | 11.90 | 120.7% | 8.9% | |||
| 75Δ | 11.37 | 114.7% | 7.0% | |||
| 80Δ | 10.84 | 108.8% | 5.1% | |||
No recorded observations