Share price$18.28
1D+0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:49:54.774Z
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 · 2026-10-23T00:00:00.08362828Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.30 | 88.1% | 29.9% | 16.37 | 54.6% | 12.3% |
| 25Δ | 21.06 | 64.3% | 17.7% | 16.44 | 59.8% | 12.5% |
| 30Δ | 19.95 | 49.8% | 11.6% | 16.97 | 50.1% | 9.7% |
| 35Δ | 19.35 | 40.5% | 8.3% | 17.50 | 40.4% | 6.8% |
| 40Δ | 18.92 | 34.1% | 6.0% | |||
| 45Δ | 18.72 | 31.6% | 5.2% | |||
| 50Δ | 18.52 | 29.1% | 4.3% | |||
| 55Δ | 18.32 | 26.6% | 3.4% | |||
| 60Δ | 18.12 | 24.1% | 2.5% | |||
| 65Δ | 17.88 | 22.9% | 1.9% | |||
| 70Δ | 17.58 | 23.5% | 1.6% | |||
| 75Δ | 17.28 | 24.1% | 1.3% | |||
| 80Δ | 16.98 | 24.8% | 1.0% | |||
No recorded observations