Share price$17.27
1D+8.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:23:53.624Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T18:23:19.552368818Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.32 | 70.1% | 38.1% | |||
| 25Δ | 22.56 | 69.2% | 34.8% | |||
| 30Δ | 21.79 | 68.3% | 31.4% | |||
| 35Δ | 21.03 | 67.4% | 28.1% | |||
| 40Δ | 20.26 | 66.4% | 24.8% | |||
| 45Δ | 19.49 | 65.5% | 21.5% | |||
| 50Δ | 18.73 | 64.6% | 18.2% | |||
| 55Δ | 17.96 | 63.7% | 14.9% | 20.02 | 101.9% | 10.3% |
| 60Δ | 17.19 | 62.7% | 11.6% | 21.36 | 104.8% | 8.8% |
| 65Δ | 16.43 | 61.8% | 8.2% | 22.69 | 107.7% | 7.3% |
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations