Share price$17.70
1D-0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:40:55.469Z
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 · 2026-10-22T14:40:50.645589272Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.48 | 159.0% | 70.5% | 14.14 | 114.1% | 24.2% |
| 25Δ | 27.85 | 144.2% | 61.7% | 15.14 | 103.9% | 19.4% |
| 30Δ | 26.23 | 129.5% | 52.8% | 15.79 | 91.8% | 16.0% |
| 35Δ | 24.60 | 114.7% | 43.9% | 16.43 | 79.6% | 12.7% |
| 40Δ | 22.97 | 100.0% | 35.0% | 17.07 | 67.4% | 9.3% |
| 45Δ | 21.34 | 85.2% | 26.2% | 17.62 | 58.8% | 6.8% |
| 50Δ | 19.71 | 70.5% | 17.3% | 17.98 | 57.4% | 5.9% |
| 55Δ | 18.08 | 55.7% | 8.4% | 18.33 | 56.0% | 5.1% |
| 60Δ | 17.25 | 50.7% | 4.8% | 18.69 | 54.6% | 4.3% |
| 65Δ | 16.85 | 51.1% | 4.2% | 19.04 | 53.1% | 3.5% |
| 70Δ | 16.46 | 51.5% | 3.5% | 19.40 | 51.7% | 2.6% |
| 75Δ | 16.06 | 51.9% | 2.9% | 19.75 | 50.3% | 1.8% |
| 80Δ | 15.67 | 52.4% | 2.3% | 20.59 | 55.1% | 1.2% |
No recorded observations