Share price$19.09
1D+5.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:36:41.571Z
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 · 2026-10-22T23:00:00.003245383Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.97 | 134.2% | 26.7% | |||
| 25Δ | 22.28 | 69.1% | 19.4% | 15.93 | 131.4% | 23.4% |
| 30Δ | 21.74 | 70.2% | 17.5% | 16.88 | 129.0% | 20.1% |
| 35Δ | 21.19 | 71.3% | 15.5% | 17.76 | 125.6% | 17.2% |
| 40Δ | 20.64 | 72.4% | 13.5% | 18.54 | 120.1% | 14.8% |
| 45Δ | 20.09 | 73.6% | 11.5% | 19.32 | 114.7% | 12.3% |
| 50Δ | 19.58 | 73.5% | 10.1% | 20.07 | 109.2% | 10.0% |
| 55Δ | 19.08 | 73.3% | 8.7% | 20.63 | 103.2% | 8.4% |
| 60Δ | 18.58 | 73.0% | 7.4% | 21.20 | 97.2% | 6.9% |
| 65Δ | 18.08 | 72.8% | 6.1% | 21.77 | 91.2% | 5.4% |
| 70Δ | 17.58 | 72.5% | 4.7% | 22.33 | 85.2% | 3.8% |
| 75Δ | 24.10 | 98.2% | 3.2% | |||
| 80Δ | 28.88 | 138.4% | 3.1% | |||
No recorded observations