Share price$16.66
1D-2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:45:54.201Z
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 · 2026-10-22T23:00:00.003852545Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.96 | 111.9% | 40.9% | 15.30 | 42.4% | 10.2% |
| 25Δ | 29.02 | 195.4% | 80.3% | 15.61 | 45.7% | 9.5% |
| 30Δ | 23.00 | 112.4% | 42.1% | 15.91 | 49.0% | 8.8% |
| 35Δ | 17.48 | 36.6% | 7.2% | 16.22 | 52.3% | 8.1% |
| 40Δ | 17.20 | 37.9% | 6.7% | 16.52 | 55.6% | 7.4% |
| 45Δ | 16.93 | 39.3% | 6.1% | 16.83 | 58.9% | 6.7% |
| 50Δ | 16.66 | 40.6% | 5.5% | 17.13 | 62.2% | 6.0% |
| 55Δ | 16.38 | 42.0% | 4.9% | 17.43 | 65.5% | 5.3% |
| 60Δ | 16.11 | 43.4% | 4.3% | |||
| 65Δ | 15.84 | 44.7% | 3.7% | |||
| 70Δ | 15.56 | 46.1% | 3.1% | |||
| 75Δ | 15.29 | 47.4% | 2.5% | |||
| 80Δ | 15.02 | 48.8% | 1.9% | |||
No recorded observations