Share price$17.20
1D+0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:45:18.617Z
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 · 2026-10-22T22:30:00.0035369Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.95 | 101.7% | 36.2% | 14.64 | 79.7% | 17.7% |
| 25Δ | 22.20 | 92.1% | 32.0% | 15.55 | 61.6% | 12.3% |
| 30Δ | 21.46 | 82.5% | 27.7% | 16.15 | 49.8% | 8.9% |
| 35Δ | 20.71 | 73.0% | 23.5% | 16.51 | 43.0% | 6.9% |
| 40Δ | 19.97 | 63.4% | 19.3% | 16.87 | 36.2% | 4.9% |
| 45Δ | 19.22 | 53.8% | 15.1% | 17.12 | 33.1% | 3.8% |
| 50Δ | 18.47 | 44.2% | 10.8% | 17.31 | 32.1% | 3.3% |
| 55Δ | 17.73 | 34.6% | 6.6% | 17.49 | 31.1% | 2.7% |
| 60Δ | 17.68 | 30.0% | 2.2% | |||
| 65Δ | 17.86 | 29.0% | 1.6% | |||
| 70Δ | 18.11 | 29.2% | 1.1% | |||
| 75Δ | 18.53 | 33.0% | 0.9% | |||
| 80Δ | 18.94 | 36.8% | 0.8% | |||
No recorded observations