Share price$13.49
1D+0.6%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T16:46:59.069Z
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 · 2026-10-23T16:42:35.019104943Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 12.59 | 100.6% | 18.4% | |||
| 40Δ | 16.83 | 111.8% | 34.7% | 13.13 | 95.2% | 15.9% |
| 45Δ | 15.50 | 99.9% | 25.6% | 13.67 | 89.9% | 13.4% |
| 50Δ | 14.60 | 92.0% | 19.9% | 14.21 | 84.5% | 10.9% |
| 55Δ | 13.97 | 86.5% | 16.4% | 14.75 | 79.2% | 8.4% |
| 60Δ | 13.33 | 80.9% | 12.8% | 15.70 | 79.0% | 6.7% |
| 65Δ | 12.70 | 75.4% | 9.2% | 17.01 | 83.2% | 5.7% |
| 70Δ | 18.31 | 87.4% | 4.7% | |||
| 75Δ | 19.62 | 91.6% | 3.7% | |||
| 80Δ | 20.92 | 95.8% | 2.6% | |||
No recorded observations