Share price$16.58
1D-2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:06:02.884Z
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 · 2026-10-22T21:02:03.409585909Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.09 | 114.9% | 42.5% | 15.27 | 40.7% | 9.8% |
| 25Δ | 28.92 | 195.3% | 80.6% | 15.56 | 43.7% | 9.1% |
| 30Δ | 22.31 | 104.3% | 38.5% | 15.86 | 46.8% | 8.4% |
| 35Δ | 17.42 | 38.6% | 7.7% | 16.16 | 49.8% | 7.8% |
| 40Δ | 17.14 | 40.4% | 7.1% | 16.45 | 52.8% | 7.1% |
| 45Δ | 16.85 | 42.2% | 6.4% | 16.75 | 55.9% | 6.4% |
| 50Δ | 16.57 | 44.0% | 5.8% | 17.04 | 58.9% | 5.7% |
| 55Δ | 16.28 | 45.8% | 5.2% | 17.34 | 62.0% | 5.1% |
| 60Δ | 16.00 | 47.6% | 4.6% | |||
| 65Δ | 15.71 | 49.4% | 4.0% | |||
| 70Δ | 15.43 | 51.1% | 3.3% | |||
| 75Δ | 15.14 | 52.9% | 2.7% | |||
| 80Δ | 14.42 | 63.5% | 2.3% | |||
No recorded observations