Share price$17.46
1D+3.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:09:42.950Z
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 · 2026-10-22T14:09:06.019183438Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.16 | 211.6% | 112.1% | 12.43 | 236.3% | 38.2% |
| 25Δ | 27.04 | 160.2% | 60.2% | 14.62 | 130.9% | 22.7% |
| 30Δ | 24.03 | 151.1% | 44.3% | 15.61 | 116.7% | 18.6% |
| 35Δ | 22.78 | 154.1% | 38.7% | 16.36 | 121.9% | 16.8% |
| 40Δ | 20.70 | 131.3% | 27.2% | 17.10 | 127.0% | 15.1% |
| 45Δ | 19.44 | 122.4% | 21.1% | 18.01 | 133.6% | 13.6% |
| 50Δ | 18.63 | 123.0% | 18.2% | 19.09 | 142.0% | 12.3% |
| 55Δ | 17.83 | 123.6% | 15.3% | 20.17 | 148.7% | 11.0% |
| 60Δ | 17.03 | 124.2% | 12.9% | 21.25 | 147.2% | 9.2% |
| 65Δ | 16.25 | 124.9% | 10.8% | 22.34 | 145.7% | 7.5% |
| 70Δ | 15.47 | 125.6% | 8.7% | 25.03 | 165.7% | 6.6% |
| 75Δ | 14.66 | 125.7% | 6.8% | 26.65 | 160.6% | 5.1% |
| 80Δ | 13.78 | 124.9% | 5.2% | 28.26 | 155.5% | 3.7% |
No recorded observations