Share price$18.13
1D+1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:10:18.951Z
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 · 2026-10-22T20:25:45.092664501Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.74 | 120.7% | 50.5% | 13.86 | 124.5% | 27.3% |
| 25Δ | 19.88 | 42.7% | 11.5% | 14.97 | 101.5% | 21.1% |
| 30Δ | 19.57 | 43.7% | 10.5% | 16.08 | 78.5% | 15.0% |
| 35Δ | 19.26 | 44.6% | 9.6% | 17.19 | 55.5% | 8.9% |
| 40Δ | 18.95 | 45.5% | 8.6% | 17.92 | 51.8% | 6.8% |
| 45Δ | 18.64 | 46.4% | 7.6% | 18.51 | 55.7% | 6.2% |
| 50Δ | 18.33 | 47.3% | 6.7% | 19.10 | 59.6% | 5.6% |
| 55Δ | 18.02 | 48.3% | 5.7% | 19.69 | 63.5% | 5.0% |
| 60Δ | 17.71 | 49.2% | 4.8% | 20.27 | 67.4% | 4.4% |
| 65Δ | 16.94 | 61.0% | 4.0% | 20.86 | 71.3% | 3.8% |
| 70Δ | 15.10 | 97.5% | 3.6% | 21.45 | 75.1% | 3.2% |
| 75Δ | 13.26 | 134.1% | 3.1% | 22.04 | 79.0% | 2.6% |
| 80Δ | 11.42 | 170.6% | 2.7% | 21.62 | 65.5% | 1.6% |
No recorded observations