Share price$15.61
1D-7.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:08:27.453Z
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 · 2026-10-22T22:08:10.585447957Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.92 | 118.2% | 43.6% | 12.70 | 106.4% | 22.5% |
| 25Δ | 20.34 | 111.3% | 34.3% | 13.40 | 104.3% | 19.3% |
| 30Δ | 19.37 | 110.5% | 29.2% | 14.00 | 106.0% | 17.0% |
| 35Δ | 18.59 | 112.0% | 25.5% | 14.59 | 107.6% | 15.1% |
| 40Δ | 17.94 | 115.5% | 22.7% | 15.17 | 107.2% | 13.2% |
| 45Δ | 17.15 | 113.0% | 18.9% | 15.73 | 102.6% | 11.0% |
| 50Δ | 16.54 | 118.6% | 17.0% | 16.32 | 101.3% | 9.3% |
| 55Δ | 15.95 | 125.9% | 15.5% | 16.94 | 103.0% | 8.0% |
| 60Δ | 15.26 | 130.4% | 13.5% | 17.41 | 97.6% | 6.5% |
| 65Δ | 14.52 | 136.5% | 11.7% | 17.86 | 91.4% | 5.0% |
| 70Δ | 13.73 | 143.8% | 10.0% | 18.43 | 88.6% | 3.9% |
| 75Δ | 12.85 | 151.6% | 8.3% | 19.11 | 88.3% | 2.9% |
| 80Δ | 11.88 | 158.2% | 6.5% | 20.76 | 101.3% | 2.4% |
No recorded observations