Share price$16.89
1D+2.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:57:24.984Z
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 · 2026-10-22T21:54:19.918125403Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.08 | 125.2% | 51.8% | 14.34 | 77.2% | 17.6% |
| 25Δ | 23.67 | 135.6% | 44.9% | 15.20 | 65.9% | 13.2% |
| 30Δ | 21.60 | 113.8% | 32.8% | 15.61 | 66.5% | 11.9% |
| 35Δ | 20.37 | 99.3% | 25.8% | 16.03 | 67.0% | 10.6% |
| 40Δ | 19.14 | 84.7% | 18.8% | 16.44 | 67.6% | 9.3% |
| 45Δ | 17.91 | 70.1% | 11.9% | 16.86 | 68.1% | 8.0% |
| 50Δ | 17.19 | 67.9% | 8.9% | 17.27 | 68.6% | 6.7% |
| 55Δ | 16.72 | 71.9% | 8.0% | 17.76 | 69.9% | 5.7% |
| 60Δ | 16.25 | 75.9% | 7.2% | 18.35 | 72.1% | 4.9% |
| 65Δ | 15.78 | 79.9% | 6.3% | 18.94 | 74.3% | 4.1% |
| 70Δ | 15.31 | 83.8% | 5.4% | 19.53 | 76.5% | 3.4% |
| 75Δ | 14.72 | 88.4% | 4.5% | 20.29 | 80.0% | 2.6% |
| 80Δ | 13.88 | 94.0% | 3.6% | 21.68 | 88.1% | 2.1% |
No recorded observations