Share price$16.88
1D+2.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:50:48.818Z
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 · 2026-10-22T20:00:08.989111573Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.28 | 127.6% | 53.1% | 14.33 | 77.2% | 17.7% |
| 25Δ | 23.66 | 135.5% | 44.9% | 15.19 | 65.8% | 13.2% |
| 30Δ | 21.59 | 113.8% | 32.9% | 15.60 | 66.3% | 11.9% |
| 35Δ | 20.36 | 99.2% | 25.8% | 16.02 | 66.8% | 10.6% |
| 40Δ | 19.12 | 84.7% | 18.8% | 16.43 | 67.3% | 9.3% |
| 45Δ | 17.89 | 70.1% | 11.8% | 16.84 | 67.8% | 8.0% |
| 50Δ | 17.18 | 68.3% | 9.0% | 17.26 | 68.4% | 6.7% |
| 55Δ | 16.71 | 72.3% | 8.1% | 17.74 | 69.6% | 5.6% |
| 60Δ | 16.24 | 76.3% | 7.2% | 18.33 | 71.7% | 4.9% |
| 65Δ | 15.77 | 80.4% | 6.3% | 18.92 | 73.8% | 4.1% |
| 70Δ | 15.30 | 84.4% | 5.4% | 19.51 | 76.0% | 3.3% |
| 75Δ | 14.69 | 89.1% | 4.5% | 20.22 | 79.0% | 2.6% |
| 80Δ | 13.85 | 94.9% | 3.6% | 21.60 | 87.1% | 2.0% |
No recorded observations