Share price$15.00
1D-2.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:57:50.620Z
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 · 2026-10-22T23:40:15.628929822Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.18 | 137.2% | 57.9% | 12.53 | 90.4% | 19.7% |
| 25Δ | 19.20 | 93.6% | 31.2% | 13.02 | 86.6% | 17.3% |
| 30Δ | 17.25 | 76.3% | 18.8% | 13.51 | 82.8% | 15.0% |
| 35Δ | 16.80 | 78.6% | 17.1% | 13.99 | 79.1% | 12.7% |
| 40Δ | 16.36 | 80.9% | 15.4% | 14.48 | 75.3% | 10.3% |
| 45Δ | 15.92 | 83.1% | 13.6% | 14.96 | 71.6% | 8.0% |
| 50Δ | 15.48 | 85.4% | 11.9% | 15.38 | 70.8% | 7.0% |
| 55Δ | 15.04 | 87.7% | 10.1% | 15.80 | 70.2% | 6.0% |
| 60Δ | 14.44 | 96.8% | 9.2% | 16.21 | 69.7% | 5.1% |
| 65Δ | 13.82 | 106.5% | 8.3% | 16.63 | 69.1% | 4.1% |
| 70Δ | 13.20 | 116.2% | 7.5% | 17.04 | 68.6% | 3.2% |
| 75Δ | 12.59 | 125.9% | 6.6% | 17.45 | 68.0% | 2.3% |
| 80Δ | 11.45 | 146.8% | 5.7% | 18.50 | 73.7% | 1.7% |
No recorded observations