Share price$13.31
1D-5.6%
Sold putSold call
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Market datapartial · fetched 2026-10-23T14:17:38.718Z
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 · 2026-10-23T14:17:30.43938189Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.50 | 126.9% | 49.8% | 10.99 | 92.8% | 21.2% |
| 25Δ | 17.20 | 109.1% | 33.2% | 11.49 | 94.2% | 18.7% |
| 30Δ | 16.42 | 106.1% | 28.2% | 11.98 | 95.6% | 16.2% |
| 35Δ | 15.63 | 103.0% | 23.3% | 12.48 | 97.0% | 13.7% |
| 40Δ | 14.90 | 99.6% | 18.8% | 13.01 | 100.3% | 12.3% |
| 45Δ | 14.44 | 95.1% | 16.3% | 13.54 | 103.7% | 11.1% |
| 50Δ | 13.98 | 90.5% | 13.7% | 14.08 | 107.0% | 9.8% |
| 55Δ | 13.53 | 86.0% | 11.2% | 14.61 | 110.4% | 8.5% |
| 60Δ | 13.07 | 81.4% | 8.7% | 15.28 | 115.2% | 7.3% |
| 65Δ | 12.61 | 76.8% | 6.2% | 16.32 | 123.9% | 6.4% |
| 70Δ | 11.88 | 93.6% | 5.5% | 17.35 | 132.5% | 5.4% |
| 75Δ | 11.09 | 116.8% | 5.4% | 18.77 | 138.9% | 4.3% |
| 80Δ | 10.29 | 140.0% | 5.3% | 20.53 | 146.8% | 3.3% |
No recorded observations