Share price$18.40
1D+1.0%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T03:02:38.432Z
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 · 2026-10-23T00:00:00.171602707Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.74 | 74.1% | 25.6% | 15.81 | 74.8% | 16.7% |
| 25Δ | 21.41 | 68.0% | 19.0% | 16.95 | 45.7% | 9.7% |
| 30Δ | 20.79 | 59.4% | 15.6% | 18.01 | 17.8% | 3.1% |
| 35Δ | 20.52 | 54.5% | 14.1% | 18.20 | 23.1% | 3.2% |
| 40Δ | 20.24 | 49.5% | 12.6% | 18.39 | 28.3% | 3.3% |
| 45Δ | 19.97 | 44.6% | 11.1% | 18.57 | 33.6% | 3.4% |
| 50Δ | 19.70 | 39.7% | 9.6% | 18.76 | 38.8% | 3.4% |
| 55Δ | 19.42 | 34.7% | 8.1% | 18.95 | 44.1% | 3.5% |
| 60Δ | 19.15 | 29.8% | 6.6% | 19.22 | 45.1% | 3.1% |
| 65Δ | 18.87 | 24.8% | 5.1% | 19.54 | 44.5% | 2.5% |
| 70Δ | 18.60 | 19.9% | 3.5% | 19.85 | 43.8% | 1.9% |
| 75Δ | 18.32 | 14.9% | 2.0% | 20.59 | 51.1% | 1.6% |
| 80Δ | 18.05 | 10.0% | 0.5% | 22.23 | 70.0% | 1.6% |
No recorded observations