Share price$14.69
1D-3.5%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:42:59.060Z
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 · 2026-10-23T16:42:23.896924865Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.97 | 136.1% | 53.1% | 12.23 | 92.4% | 19.8% |
| 25Δ | 19.76 | 115.9% | 38.5% | 12.87 | 82.1% | 16.2% |
| 30Δ | 17.55 | 95.8% | 23.9% | 13.29 | 79.2% | 14.3% |
| 35Δ | 16.97 | 96.9% | 21.3% | 13.72 | 76.4% | 12.3% |
| 40Δ | 16.43 | 98.6% | 18.9% | 14.14 | 73.6% | 10.3% |
| 45Δ | 15.88 | 100.3% | 16.6% | 14.57 | 70.8% | 8.4% |
| 50Δ | 15.34 | 102.0% | 14.2% | 14.99 | 67.9% | 6.4% |
| 55Δ | 14.79 | 104.1% | 12.1% | 15.44 | 68.6% | 5.6% |
| 60Δ | 14.22 | 106.8% | 10.6% | 15.89 | 69.2% | 4.8% |
| 65Δ | 13.64 | 109.6% | 9.0% | 16.34 | 69.9% | 4.0% |
| 70Δ | 13.07 | 112.3% | 7.4% | 16.79 | 70.6% | 3.2% |
| 75Δ | 12.50 | 115.1% | 5.9% | 17.24 | 71.3% | 2.4% |
| 80Δ | 11.52 | 126.8% | 4.8% | |||
No recorded observations