Share price$13.56
1D+0.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:34:53.271Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T16:31:25.561470575Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.21 | 120.7% | 75.9% | |||
| 25Δ | 21.95 | 126.3% | 68.2% | 10.87 | 130.9% | 29.7% |
| 30Δ | 20.69 | 132.0% | 60.6% | 11.81 | 114.2% | 23.7% |
| 35Δ | 18.85 | 125.9% | 48.1% | 12.65 | 100.6% | 18.6% |
| 40Δ | 16.87 | 109.6% | 34.2% | 13.22 | 95.7% | 16.1% |
| 45Δ | 15.56 | 98.0% | 25.3% | 13.79 | 90.8% | 13.5% |
| 50Δ | 14.65 | 90.1% | 19.6% | 14.37 | 85.9% | 11.0% |
| 55Δ | 14.03 | 85.1% | 16.2% | 14.94 | 81.0% | 8.5% |
| 60Δ | 13.41 | 80.2% | 12.8% | 15.62 | 80.3% | 7.0% |
| 65Δ | 12.78 | 75.2% | 9.4% | 16.32 | 80.2% | 5.8% |
| 70Δ | 17.01 | 80.1% | 4.5% | |||
| 75Δ | 17.86 | 80.6% | 3.3% | |||
| 80Δ | 19.07 | 82.5% | 2.3% | |||
No recorded observations