Share price$16.89
1D+0.0%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T21:38:26.751Z
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 · 2026-10-22T21:29:01.244075565Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.84 | 195.1% | 104.9% | 13.18 | 132.3% | 27.0% |
| 25Δ | 24.35 | 145.1% | 49.2% | 14.10 | 126.7% | 23.0% |
| 30Δ | 22.65 | 141.7% | 40.3% | 15.01 | 121.2% | 19.0% |
| 35Δ | 21.46 | 141.3% | 34.8% | 15.73 | 120.2% | 16.8% |
| 40Δ | 20.31 | 141.2% | 29.5% | 16.45 | 119.1% | 14.6% |
| 45Δ | 19.32 | 141.3% | 25.3% | 17.17 | 118.1% | 12.5% |
| 50Δ | 18.39 | 141.6% | 21.6% | 17.92 | 117.3% | 10.6% |
| 55Δ | 17.45 | 141.7% | 18.0% | 18.68 | 116.5% | 9.1% |
| 60Δ | 16.60 | 140.1% | 15.1% | 19.45 | 115.8% | 7.6% |
| 65Δ | 15.75 | 138.5% | 12.2% | 20.28 | 115.3% | 6.1% |
| 70Δ | 14.90 | 137.0% | 9.5% | 21.27 | 115.2% | 4.9% |
| 75Δ | 14.03 | 136.7% | 7.6% | 22.27 | 115.2% | 3.8% |
| 80Δ | 13.16 | 136.4% | 5.6% | 24.32 | 124.8% | 2.8% |
No recorded observations