Share price$17.12
1D+8.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:29:49.645Z
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 · 2026-10-22T22:30:04.664845822Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.43 | 81.6% | 27.5% | 14.62 | 77.3% | 17.3% |
| 25Δ | 20.58 | 80.9% | 23.3% | 15.17 | 77.3% | 15.1% |
| 30Δ | 19.85 | 80.2% | 19.8% | 15.69 | 75.5% | 12.9% |
| 35Δ | 19.21 | 79.3% | 16.9% | 16.19 | 74.8% | 11.1% |
| 40Δ | 18.60 | 76.9% | 14.1% | 16.65 | 75.7% | 9.8% |
| 45Δ | 18.02 | 73.8% | 11.5% | 17.13 | 77.5% | 8.5% |
| 50Δ | 17.55 | 72.0% | 9.7% | 17.67 | 82.5% | 7.7% |
| 55Δ | 17.09 | 70.2% | 8.0% | 18.31 | 88.6% | 7.0% |
| 60Δ | 16.66 | 69.6% | 6.7% | 19.08 | 95.7% | 6.3% |
| 65Δ | 16.23 | 69.2% | 5.5% | 19.85 | 97.9% | 5.3% |
| 70Δ | 15.81 | 68.5% | 4.4% | 20.60 | 97.3% | 4.2% |
| 75Δ | 15.37 | 67.3% | 3.5% | 21.61 | 99.5% | 3.3% |
| 80Δ | 14.95 | 65.7% | 2.6% | 23.48 | 111.0% | 2.6% |
No recorded observations