Share price$17.74
1D-1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:22:19.167Z
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 · 2026-10-22T20:00:01.127211823Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.03 | 47.7% | 11.2% | |||
| 25Δ | 23.85 | 122.6% | 38.8% | 16.37 | 47.9% | 9.9% |
| 30Δ | 21.50 | 100.2% | 25.8% | 16.71 | 48.2% | 8.7% |
| 35Δ | 18.92 | 48.0% | 9.7% | 17.04 | 48.4% | 7.4% |
| 40Δ | 18.61 | 48.6% | 8.6% | 17.34 | 48.0% | 6.5% |
| 45Δ | 18.29 | 49.3% | 7.5% | 17.65 | 47.6% | 5.5% |
| 50Δ | 17.97 | 50.3% | 6.5% | 17.95 | 47.2% | 4.6% |
| 55Δ | 17.61 | 55.2% | 6.0% | 18.42 | 54.1% | 4.3% |
| 60Δ | 17.25 | 60.1% | 5.6% | 18.92 | 62.4% | 4.2% |
| 65Δ | 16.85 | 64.7% | 5.1% | 19.34 | 62.3% | 3.5% |
| 70Δ | 16.35 | 68.5% | 4.4% | 19.75 | 60.5% | 2.7% |
| 75Δ | 15.80 | 73.2% | 3.7% | 20.24 | 59.6% | 2.0% |
| 80Δ | 15.08 | 80.3% | 3.1% | 20.82 | 59.8% | 1.4% |
No recorded observations