Share price$18.10
1D-1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:24:59.057Z
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 · 2026-10-22T23:58:13.212718843Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.02 | 72.5% | 23.7% | 14.95 | 76.3% | 19.3% |
| 25Δ | 21.49 | 65.0% | 20.8% | 15.68 | 61.6% | 15.1% |
| 30Δ | 20.98 | 57.6% | 18.0% | 16.41 | 46.8% | 10.9% |
| 35Δ | 20.47 | 50.2% | 15.2% | 17.14 | 32.0% | 6.7% |
| 40Δ | 19.96 | 42.8% | 12.4% | 17.87 | 17.2% | 2.5% |
| 45Δ | 19.45 | 35.4% | 9.6% | 18.09 | 14.7% | 1.6% |
| 50Δ | 18.94 | 28.0% | 6.7% | 18.21 | 14.8% | 1.4% |
| 55Δ | 18.44 | 20.6% | 3.9% | 18.32 | 14.8% | 1.2% |
| 60Δ | 17.94 | 15.4% | 1.5% | 18.43 | 14.9% | 1.0% |
| 65Δ | 17.53 | 22.3% | 1.5% | 18.55 | 15.0% | 0.8% |
| 70Δ | 17.13 | 29.3% | 1.5% | 18.66 | 15.0% | 0.6% |
| 75Δ | 16.72 | 36.3% | 1.5% | 18.77 | 15.1% | 0.4% |
| 80Δ | 16.32 | 43.3% | 1.5% | 18.89 | 15.2% | 0.2% |
No recorded observations