Share price$15.46
1D+1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:42:38.662Z
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 · 2026-10-22T22:30:05.066280227Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.26 | 80.1% | 26.8% | |||
| 25Δ | 17.86 | 64.6% | 18.0% | 14.03 | 60.7% | 12.1% |
| 30Δ | 17.05 | 55.3% | 13.0% | 14.41 | 56.0% | 10.0% |
| 35Δ | 16.60 | 49.7% | 10.4% | 14.80 | 51.3% | 7.9% |
| 40Δ | 16.18 | 44.3% | 7.9% | 15.12 | 48.4% | 6.4% |
| 45Δ | 15.89 | 40.4% | 6.3% | 15.38 | 47.6% | 5.6% |
| 50Δ | 15.70 | 37.4% | 5.4% | 15.64 | 46.8% | 4.7% |
| 55Δ | 15.51 | 34.5% | 4.4% | 15.89 | 46.0% | 3.8% |
| 60Δ | 15.33 | 31.5% | 3.5% | 16.32 | 49.2% | 3.3% |
| 65Δ | 15.14 | 28.6% | 2.6% | 16.87 | 55.2% | 2.9% |
| 70Δ | 14.83 | 31.7% | 2.0% | 17.41 | 61.1% | 2.6% |
| 75Δ | 14.18 | 51.2% | 2.5% | 17.96 | 67.1% | 2.2% |
| 80Δ | 20.02 | 87.1% | 1.9% | |||
No recorded observations