Share price$17.68
1D+10.1%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:48:07.158Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:47:32.332661255Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.78 | 162.7% | 13.2% | 16.05 | 167.7% | 10.7% |
| 25Δ | 19.34 | 160.9% | 11.1% | 16.41 | 163.6% | 9.1% |
| 30Δ | 18.94 | 158.4% | 9.2% | 16.72 | 161.7% | 7.9% |
| 35Δ | 18.64 | 158.5% | 8.0% | 17.01 | 160.7% | 6.8% |
| 40Δ | 18.35 | 158.8% | 6.9% | 17.28 | 161.2% | 5.9% |
| 45Δ | 18.07 | 159.2% | 6.0% | 17.55 | 162.2% | 5.2% |
| 50Δ | 17.81 | 153.7% | 5.0% | 17.82 | 166.2% | 4.5% |
| 55Δ | 17.55 | 145.9% | 4.0% | 18.11 | 169.0% | 3.9% |
| 60Δ | 17.31 | 142.8% | 3.3% | 18.41 | 170.1% | 3.3% |
| 65Δ | 17.08 | 140.8% | 2.6% | 18.73 | 171.3% | 2.8% |
| 70Δ | 16.76 | 151.5% | 2.3% | 19.06 | 171.8% | 2.3% |
| 75Δ | 16.42 | 162.0% | 1.9% | 19.42 | 167.8% | 1.8% |
| 80Δ | 16.14 | 154.5% | 1.4% | 19.87 | 169.5% | 1.3% |
| Date | IV |
|---|---|
| 141.74% | |
| 144.64% |