Share price$17.42
1D+0.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T23:10:36.540Z
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 · 2026-10-23T22:30:04.698650399Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T23:10:35.966090+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.54 | 79.0% | 25.9% | 14.99 | 75.0% | 16.5% |
| 25Δ | 20.63 | 76.3% | 21.3% | 15.50 | 75.2% | 14.5% |
| 30Δ | 19.97 | 76.4% | 18.3% | 16.00 | 75.4% | 12.6% |
| 35Δ | 19.34 | 74.2% | 15.4% | 16.47 | 77.8% | 11.3% |
| 40Δ | 18.77 | 72.0% | 12.8% | 16.93 | 80.1% | 10.1% |
| 45Δ | 18.26 | 70.1% | 10.7% | 17.44 | 82.3% | 8.9% |
| 50Δ | 17.80 | 68.7% | 9.0% | 17.96 | 84.4% | 7.8% |
| 55Δ | 17.38 | 67.9% | 7.6% | 18.58 | 88.1% | 6.9% |
| 60Δ | 16.96 | 67.3% | 6.2% | 19.23 | 90.7% | 5.9% |
| 65Δ | 16.53 | 67.8% | 5.3% | 19.89 | 91.2% | 4.9% |
| 70Δ | 16.10 | 68.2% | 4.3% | 20.78 | 95.0% | 4.0% |
| 75Δ | 15.66 | 67.6% | 3.4% | 21.77 | 97.8% | 3.2% |
| 80Δ | 15.20 | 66.6% | 2.6% | 23.39 | 106.2% | 2.5% |
No recorded observations