Share price$16.50
1D-3.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T20:54:51.372Z
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 · 2026-10-22T20:10:06.253059037Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T20:46:29.198351+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.74 | 148.6% | 59.9% | |||
| 25Δ | 23.58 | 143.0% | 47.9% | 13.72 | 138.1% | 24.0% |
| 30Δ | 22.01 | 140.3% | 39.7% | 14.55 | 139.0% | 21.2% |
| 35Δ | 20.71 | 137.1% | 33.0% | 15.36 | 139.0% | 18.6% |
| 40Δ | 19.63 | 135.7% | 27.9% | 16.19 | 139.7% | 16.3% |
| 45Δ | 18.63 | 133.4% | 23.3% | 17.08 | 144.4% | 14.5% |
| 50Δ | 17.69 | 129.2% | 19.0% | 18.02 | 146.7% | 12.7% |
| 55Δ | 16.86 | 126.4% | 15.6% | 19.09 | 150.2% | 11.0% |
| 60Δ | 16.11 | 125.1% | 12.8% | 20.14 | 149.7% | 9.2% |
| 65Δ | 15.36 | 126.7% | 10.7% | 21.52 | 154.4% | 7.8% |
| 70Δ | 14.63 | 126.0% | 8.6% | 22.98 | 156.5% | 6.3% |
| 75Δ | 13.91 | 122.6% | 6.5% | 25.16 | 163.9% | 5.0% |
| 80Δ | 13.19 | 119.2% | 4.7% | 27.79 | 169.9% | 3.7% |
No recorded observations