Share price$14.80
1D+3.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:23:44.810Z
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 · 2026-10-22T23:00:00.002522182Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.81 | 68.0% | 22.3% | 12.23 | 96.1% | 20.7% |
| 25Δ | 17.15 | 69.2% | 19.1% | 12.90 | 89.2% | 17.3% |
| 30Δ | 16.79 | 75.5% | 18.0% | 13.38 | 88.6% | 15.4% |
| 35Δ | 16.43 | 81.8% | 17.0% | 13.86 | 88.1% | 13.5% |
| 40Δ | 16.06 | 88.1% | 15.9% | 14.34 | 87.5% | 11.6% |
| 45Δ | 15.70 | 94.4% | 14.9% | 14.83 | 86.9% | 9.6% |
| 50Δ | 15.34 | 100.7% | 13.8% | 15.37 | 87.9% | 8.3% |
| 55Δ | 14.96 | 106.5% | 12.7% | 15.95 | 89.8% | 7.2% |
| 60Δ | 14.39 | 106.0% | 10.9% | 16.52 | 91.7% | 6.2% |
| 65Δ | 13.83 | 105.5% | 9.1% | 17.10 | 93.6% | 5.1% |
| 70Δ | 13.27 | 105.0% | 7.3% | 18.14 | 100.6% | 4.2% |
| 75Δ | 12.70 | 104.5% | 5.5% | 20.22 | 119.4% | 3.7% |
| 80Δ | 12.03 | 103.3% | 4.2% | 22.30 | 138.1% | 3.1% |
No recorded observations