Share price$18.17
1D+1.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:15:30.780Z
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 · 2026-10-22T23:00:00.001584881Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.34 | 76.0% | 25.1% | 13.82 | 159.5% | 30.2% |
| 25Δ | 23.90 | 108.9% | 35.3% | 15.15 | 135.4% | 23.5% |
| 30Δ | 21.88 | 87.4% | 24.3% | 16.25 | 111.9% | 17.8% |
| 35Δ | 20.08 | 71.0% | 14.8% | 16.95 | 117.2% | 16.2% |
| 40Δ | 20.62 | 104.6% | 20.5% | 17.64 | 107.5% | 13.2% |
| 45Δ | 19.09 | 70.4% | 11.0% | 18.28 | 98.8% | 10.7% |
| 50Δ | 18.58 | 68.4% | 9.1% | 18.84 | 92.5% | 8.6% |
| 55Δ | 18.13 | 68.3% | 7.7% | 19.32 | 86.3% | 7.0% |
| 60Δ | 17.64 | 72.3% | 6.8% | 19.77 | 80.0% | 5.4% |
| 65Δ | 17.14 | 77.8% | 6.1% | 20.39 | 79.3% | 4.3% |
| 70Δ | 16.65 | 77.6% | 5.1% | 21.18 | 82.8% | 3.6% |
| 75Δ | 16.16 | 75.2% | 3.9% | 21.89 | 82.1% | 2.7% |
| 80Δ | 15.66 | 72.4% | 2.9% | 24.88 | 110.4% | 2.6% |
No recorded observations