Share price$15.26
1D-1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:58:36.974Z
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 · 2026-10-22T22:30:00.001025356Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.71 | 107.7% | 38.7% | 12.89 | 84.3% | 18.5% |
| 25Δ | 18.23 | 78.4% | 22.4% | 13.65 | 69.3% | 13.7% |
| 30Δ | 16.98 | 60.2% | 14.3% | 14.19 | 59.1% | 10.4% |
| 35Δ | 16.49 | 54.4% | 11.4% | 14.56 | 52.2% | 8.2% |
| 40Δ | 16.00 | 48.5% | 8.5% | 14.93 | 45.3% | 6.0% |
| 45Δ | 15.75 | 45.6% | 7.2% | 15.13 | 41.6% | 5.0% |
| 50Δ | 15.50 | 42.8% | 6.0% | 15.30 | 38.6% | 4.2% |
| 55Δ | 15.25 | 40.0% | 4.7% | 15.46 | 35.7% | 3.4% |
| 60Δ | 15.00 | 37.2% | 3.5% | 15.63 | 32.7% | 2.7% |
| 65Δ | 14.78 | 36.8% | 3.0% | 15.79 | 29.7% | 1.9% |
| 70Δ | 14.56 | 36.4% | 2.5% | 15.96 | 26.7% | 1.1% |
| 75Δ | 14.34 | 36.0% | 2.0% | 16.82 | 33.0% | 0.8% |
| 80Δ | 14.12 | 35.5% | 1.5% | 17.94 | 42.6% | 0.6% |
No recorded observations