Share price$17.42
1D+1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:45:43.491Z
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 · 2026-10-22T23:00:00.00254412Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.56 | 214.2% | 37.0% | |||
| 25Δ | 26.03 | 139.6% | 54.3% | 13.41 | 182.4% | 31.1% |
| 30Δ | 30.65 | 233.1% | 85.1% | 14.27 | 150.7% | 25.3% |
| 35Δ | 24.53 | 177.7% | 49.6% | 15.12 | 118.9% | 19.4% |
| 40Δ | 22.31 | 130.1% | 35.0% | 15.97 | 87.2% | 13.5% |
| 45Δ | 20.08 | 82.5% | 20.4% | 16.82 | 55.4% | 7.7% |
| 50Δ | 17.85 | 34.9% | 5.8% | 17.73 | 34.2% | 3.1% |
| 55Δ | 17.13 | 34.6% | 3.4% | 18.87 | 55.8% | 3.5% |
| 60Δ | 16.69 | 43.1% | 3.3% | 20.02 | 77.3% | 4.0% |
| 65Δ | 16.26 | 51.6% | 3.3% | 21.16 | 98.8% | 4.5% |
| 70Δ | 15.82 | 60.2% | 3.2% | 22.31 | 120.3% | 4.9% |
| 75Δ | 15.38 | 68.7% | 3.1% | 25.23 | 147.1% | 4.6% |
| 80Δ | 14.73 | 83.2% | 3.1% | 28.84 | 163.5% | 3.6% |
No recorded observations