Share price$13.48
1D-4.4%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:21:52.674Z
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 · 2026-10-23T15:21:01.549721488Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.11 | 103.9% | 37.1% | 11.20 | 83.7% | 19.8% |
| 25Δ | 16.93 | 97.2% | 29.2% | 11.77 | 79.3% | 16.3% |
| 30Δ | 16.28 | 96.7% | 25.4% | 12.35 | 74.9% | 12.8% |
| 35Δ | 15.62 | 96.2% | 21.5% | 12.88 | 80.7% | 11.4% |
| 40Δ | 14.98 | 95.7% | 17.7% | 13.39 | 90.1% | 10.8% |
| 45Δ | 14.53 | 93.5% | 15.5% | 13.90 | 99.4% | 10.1% |
| 50Δ | 14.08 | 91.4% | 13.4% | 14.40 | 108.8% | 9.5% |
| 55Δ | 13.63 | 89.2% | 11.3% | 14.91 | 118.1% | 8.9% |
| 60Δ | 13.18 | 87.1% | 9.1% | 16.06 | 127.4% | 7.9% |
| 65Δ | 12.73 | 84.9% | 7.0% | 17.34 | 136.6% | 6.8% |
| 70Δ | 12.13 | 91.1% | 5.6% | 18.63 | 145.9% | 5.8% |
| 75Δ | 11.38 | 105.8% | 5.0% | 19.91 | 155.1% | 4.8% |
| 80Δ | 10.63 | 120.4% | 4.4% | |||
No recorded observations