Share price$16.57
1D-2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:44:41.708Z
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 · 2026-10-22T20:00:00.206544448Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 22.32 | 124.9% | 39.4% | |||
| 30Δ | 21.80 | 140.2% | 38.5% | |||
| 35Δ | 21.28 | 155.6% | 37.7% | 15.56 | 95.3% | 14.2% |
| 40Δ | 20.76 | 170.9% | 36.8% | 16.15 | 94.6% | 12.7% |
| 45Δ | 20.24 | 186.3% | 35.9% | 16.75 | 94.0% | 11.3% |
| 50Δ | 18.95 | 175.6% | 29.1% | 17.34 | 93.4% | 9.9% |
| 55Δ | 17.30 | 146.4% | 19.2% | 17.93 | 92.8% | 8.4% |
| 60Δ | 16.54 | 128.2% | 14.8% | 18.52 | 92.1% | 7.0% |
| 65Δ | 15.78 | 110.0% | 10.4% | 19.11 | 91.5% | 5.6% |
| 70Δ | 15.02 | 91.8% | 6.0% | 19.71 | 90.9% | 4.2% |
| 75Δ | 14.40 | 89.7% | 4.8% | 20.55 | 91.7% | 3.0% |
| 80Δ | 13.79 | 88.0% | 3.7% | 21.66 | 94.0% | 2.2% |
No recorded observations