Share price$18.33
1D-0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:42:29.710Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-23T16:42:02.592455871Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.67 | 74.8% | 37.5% | 15.53 | 60.3% | 18.2% |
| 25Δ | 20.85 | 38.8% | 15.8% | 16.50 | 48.4% | 13.1% |
| 30Δ | 20.44 | 42.1% | 14.4% | 17.14 | 41.8% | 10.0% |
| 35Δ | 19.82 | 36.1% | 11.1% | 17.51 | 41.2% | 9.0% |
| 40Δ | 19.52 | 33.0% | 9.7% | 17.88 | 40.6% | 7.9% |
| 45Δ | 19.23 | 30.0% | 8.2% | 18.25 | 40.0% | 6.9% |
| 50Δ | 18.93 | 26.9% | 6.8% | 18.62 | 39.4% | 5.9% |
| 55Δ | 18.63 | 23.8% | 5.4% | 18.99 | 38.7% | 4.9% |
| 60Δ | 18.33 | 20.8% | 3.9% | 19.36 | 38.1% | 3.8% |
| 65Δ | 18.03 | 17.7% | 2.5% | 19.73 | 37.5% | 2.8% |
| 70Δ | 20.18 | 38.1% | 2.0% | |||
| 75Δ | 20.89 | 41.9% | 1.6% | |||
| 80Δ | 24.67 | 75.0% | 2.1% | |||
No recorded observations