Share price$18.20
1D
Price history unavailable.
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Market datapartial · fetched 2026-10-22T12:54:43.853Z
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 · 2026-10-22T12:13:49.860863383Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.29 | 73.8% | 24.6% | 15.25 | 88.5% | 19.3% |
| 25Δ | 23.27 | 103.7% | 31.7% | 16.20 | 74.9% | 14.6% |
| 30Δ | 21.83 | 94.0% | 24.4% | 16.67 | 79.3% | 13.4% |
| 35Δ | 20.69 | 86.7% | 18.8% | 17.14 | 79.5% | 11.8% |
| 40Δ | 19.90 | 82.5% | 15.2% | 17.66 | 68.7% | 9.1% |
| 45Δ | 19.35 | 84.1% | 13.4% | 18.10 | 59.8% | 6.8% |
| 50Δ | 18.79 | 83.9% | 11.4% | 18.40 | 54.8% | 5.6% |
| 55Δ | 18.22 | 81.0% | 9.3% | 18.70 | 49.8% | 4.3% |
| 60Δ | 17.62 | 92.4% | 8.8% | 19.00 | 44.7% | 3.0% |
| 65Δ | 16.99 | 112.5% | 9.3% | 19.79 | 59.6% | 3.2% |
| 70Δ | 16.51 | 97.9% | 6.8% | 20.29 | 61.3% | 2.7% |
| 75Δ | 16.03 | 83.3% | 4.3% | 20.68 | 58.3% | 2.0% |
| 80Δ | 14.83 | 106.4% | 4.2% | 22.05 | 71.0% | 1.7% |
No recorded observations