Share price$14.16
1D-1.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T22:43:30.342Z
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 · 2026-10-22T22:36:09.533512182Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:43:29.782140+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.02 | 96.7% | 36.8% | 13.14 | 33.5% | 8.4% |
| 25Δ | 16.81 | 61.3% | 20.7% | 13.34 | 32.6% | 7.3% |
| 30Δ | 14.97 | 32.3% | 7.4% | 13.54 | 31.7% | 6.2% |
| 35Δ | 14.80 | 31.8% | 6.6% | 13.74 | 30.9% | 5.2% |
| 40Δ | 14.63 | 31.3% | 5.8% | 13.94 | 30.0% | 4.1% |
| 45Δ | 14.46 | 30.8% | 5.0% | 14.11 | 29.7% | 3.5% |
| 50Δ | 14.29 | 30.3% | 4.3% | 14.27 | 29.6% | 3.0% |
| 55Δ | 14.12 | 29.8% | 3.5% | 14.43 | 29.5% | 2.6% |
| 60Δ | 13.92 | 31.1% | 2.9% | 14.58 | 29.4% | 2.1% |
| 65Δ | 13.63 | 36.8% | 2.7% | 14.74 | 29.4% | 1.7% |
| 70Δ | 13.35 | 42.5% | 2.6% | 14.90 | 29.3% | 1.2% |
| 75Δ | 13.06 | 48.2% | 2.4% | |||
| 80Δ | 12.26 | 61.4% | 2.1% | |||
No recorded observations