Share price$14.72
1D+3.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:54:05.499Z
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 · 2026-10-22T16:53:51.820103392Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.50 | 64.6% | 20.8% | 12.13 | 96.7% | 21.0% |
| 25Δ | 17.13 | 71.1% | 19.7% | 12.85 | 87.3% | 17.1% |
| 30Δ | 16.77 | 77.7% | 18.6% | 13.32 | 86.7% | 15.2% |
| 35Δ | 16.40 | 84.2% | 17.5% | 13.79 | 86.0% | 13.3% |
| 40Δ | 16.03 | 90.8% | 16.5% | 14.26 | 85.4% | 11.4% |
| 45Δ | 15.67 | 97.3% | 15.4% | 14.73 | 84.8% | 9.5% |
| 50Δ | 15.30 | 103.8% | 14.3% | 15.24 | 85.1% | 8.0% |
| 55Δ | 14.89 | 109.2% | 13.1% | 15.79 | 86.5% | 7.0% |
| 60Δ | 14.32 | 109.1% | 11.3% | 16.35 | 88.0% | 6.0% |
| 65Δ | 13.74 | 109.1% | 9.4% | 16.91 | 89.5% | 5.0% |
| 70Δ | 13.16 | 109.1% | 7.6% | 17.47 | 91.0% | 3.9% |
| 75Δ | 12.58 | 109.1% | 5.7% | 19.46 | 107.7% | 3.3% |
| 80Δ | 11.83 | 109.6% | 4.4% | 21.54 | 125.3% | 2.8% |
No recorded observations