Share price$17.74
1D-1.4%
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 2026-10-23T04:23:34.966Z
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 | 48.5% | 11.2% | |||
| 25Δ | 23.84 | 122.9% | 38.8% | 16.37 | 48.7% | 10.0% |
| 30Δ | 21.50 | 100.5% | 25.8% | 16.71 | 49.0% | 8.7% |
| 35Δ | 18.92 | 48.9% | 9.7% | 17.04 | 49.2% | 7.4% |
| 40Δ | 18.61 | 49.5% | 8.6% | 17.34 | 48.8% | 6.5% |
| 45Δ | 18.29 | 50.2% | 7.5% | 17.65 | 48.4% | 5.6% |
| 50Δ | 17.97 | 51.2% | 6.5% | 17.95 | 48.0% | 4.6% |
| 55Δ | 17.61 | 56.2% | 6.0% | 18.42 | 54.9% | 4.3% |
| 60Δ | 17.25 | 61.3% | 5.6% | 18.91 | 63.4% | 4.2% |
| 65Δ | 16.85 | 66.0% | 5.1% | 19.34 | 63.3% | 3.5% |
| 70Δ | 16.35 | 69.8% | 4.4% | 19.75 | 61.5% | 2.7% |
| 75Δ | 15.79 | 74.6% | 3.7% | 20.23 | 60.5% | 2.0% |
| 80Δ | 15.08 | 81.8% | 3.1% | 20.81 | 60.7% | 1.4% |
No recorded observations