Share price$13.58
1D+0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:35:11.503Z
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 · 2026-10-22T20:00:00.432339463Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.63 | 244.5% | 40.1% | |||
| 25Δ | 10.75 | 203.2% | 31.9% | |||
| 30Δ | 11.75 | 162.3% | 24.1% | |||
| 35Δ | 22.17 | 238.5% | 74.6% | 12.61 | 129.1% | 17.7% |
| 40Δ | 16.86 | 154.7% | 34.0% | 13.04 | 120.1% | 15.3% |
| 45Δ | 15.57 | 139.5% | 25.3% | 13.48 | 111.1% | 13.0% |
| 50Δ | 14.66 | 127.2% | 19.5% | 13.91 | 102.0% | 10.7% |
| 55Δ | 14.05 | 117.3% | 15.9% | 14.35 | 93.0% | 8.3% |
| 60Δ | 13.45 | 107.4% | 12.2% | 14.79 | 84.0% | 6.0% |
| 65Δ | 12.84 | 97.5% | 8.6% | 15.37 | 81.5% | 4.4% |
| 70Δ | 12.24 | 93.0% | 6.1% | 16.10 | 85.3% | 3.7% |
| 75Δ | 11.64 | 95.4% | 5.0% | 16.82 | 89.1% | 2.9% |
| 80Δ | 11.05 | 97.7% | 3.9% | 17.83 | 95.9% | 2.2% |
No recorded observations