Share price$16.39
1D-3.6%
Sold putSold call
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Market dataready · fetched 2026-10-22T18:24:01.070Z
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 · 2026-10-22T18:09:45.410107955Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T18:24:00.434466+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.77 | 150.5% | 61.2% | |||
| 25Δ | 23.76 | 146.7% | 50.1% | |||
| 30Δ | 22.36 | 144.6% | 42.9% | |||
| 35Δ | 20.97 | 142.6% | 35.7% | 15.26 | 134.0% | 18.0% |
| 40Δ | 19.73 | 140.9% | 29.7% | 16.05 | 133.6% | 15.7% |
| 45Δ | 18.86 | 139.9% | 26.4% | 17.06 | 135.4% | 14.1% |
| 50Δ | 18.00 | 139.0% | 23.1% | 18.06 | 137.2% | 12.4% |
| 55Δ | 17.13 | 138.1% | 19.8% | 19.07 | 139.0% | 10.8% |
| 60Δ | 16.26 | 137.1% | 16.6% | 20.07 | 140.8% | 9.2% |
| 65Δ | 15.39 | 136.2% | 13.3% | 21.07 | 142.6% | 7.5% |
| 70Δ | 14.52 | 135.3% | 10.0% | |||
| 75Δ | 13.68 | 134.0% | 7.2% | |||
| 80Δ | ||||||
No recorded observations