Share price$18.17
1D+1.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T05:06:10.447Z
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 | 76.1% | 25.1% | 13.82 | 159.7% | 30.2% |
| 25Δ | 23.90 | 109.2% | 35.3% | 15.15 | 135.9% | 23.5% |
| 30Δ | 21.88 | 88.2% | 24.3% | 16.24 | 113.9% | 17.8% |
| 35Δ | 20.08 | 72.3% | 14.8% | 16.95 | 119.2% | 16.2% |
| 40Δ | 20.61 | 104.9% | 20.5% | 17.64 | 109.3% | 13.2% |
| 45Δ | 19.08 | 71.6% | 11.0% | 18.27 | 100.5% | 10.7% |
| 50Δ | 18.57 | 69.7% | 9.1% | 18.84 | 94.1% | 8.7% |
| 55Δ | 18.12 | 69.6% | 7.7% | 19.32 | 87.8% | 7.0% |
| 60Δ | 17.64 | 73.6% | 6.8% | 19.77 | 81.4% | 5.5% |
| 65Δ | 17.14 | 79.3% | 6.1% | 20.39 | 80.5% | 4.3% |
| 70Δ | 16.64 | 79.0% | 5.1% | 21.17 | 84.2% | 3.6% |
| 75Δ | 16.15 | 76.6% | 3.9% | 21.88 | 83.4% | 2.7% |
| 80Δ | 15.66 | 73.7% | 2.9% | 24.84 | 111.8% | 2.6% |
No recorded observations