Share price$14.90
1D-2.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:20:28.308Z
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 · 2026-10-22T23:00:00.002895165Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.81 | 66.1% | 21.5% | 13.15 | 60.5% | 13.9% |
| 25Δ | 17.31 | 67.0% | 18.8% | 13.46 | 65.2% | 13.0% |
| 30Δ | 16.85 | 68.6% | 16.5% | 13.77 | 69.9% | 12.0% |
| 35Δ | 16.47 | 71.0% | 14.9% | 14.09 | 72.1% | 10.8% |
| 40Δ | 16.09 | 73.5% | 13.3% | 14.46 | 67.1% | 8.9% |
| 45Δ | 15.68 | 71.9% | 11.4% | 14.82 | 62.0% | 7.1% |
| 50Δ | 15.26 | 69.0% | 9.3% | 15.15 | 58.9% | 5.7% |
| 55Δ | 14.84 | 69.3% | 7.8% | 15.46 | 57.7% | 4.8% |
| 60Δ | 14.45 | 74.4% | 7.0% | 15.76 | 56.4% | 3.9% |
| 65Δ | 14.05 | 79.6% | 6.3% | 16.07 | 55.1% | 3.1% |
| 70Δ | 13.53 | 85.5% | 5.5% | 16.38 | 53.6% | 2.4% |
| 75Δ | 12.99 | 91.4% | 4.7% | 16.70 | 52.1% | 1.8% |
| 80Δ | 12.37 | 93.7% | 3.6% | 17.67 | 58.7% | 1.3% |
No recorded observations