Share price$17.80
1D+1.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:51:19.772Z
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 · 2026-10-22T14:50:15.33006205Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.66 | 59.3% | 23.3% | 15.77 | 48.3% | 13.0% |
| 25Δ | 21.13 | 56.4% | 20.8% | 16.20 | 45.6% | 11.0% |
| 30Δ | 20.61 | 53.4% | 18.3% | 16.62 | 42.9% | 9.0% |
| 35Δ | 20.09 | 50.5% | 15.8% | 17.04 | 40.2% | 7.0% |
| 40Δ | 19.57 | 47.5% | 13.3% | 17.47 | 37.5% | 5.1% |
| 45Δ | 19.05 | 44.6% | 10.8% | 17.98 | 39.9% | 4.5% |
| 50Δ | 18.53 | 41.6% | 8.3% | 18.50 | 42.7% | 4.0% |
| 55Δ | 18.01 | 38.7% | 5.8% | 19.03 | 45.4% | 3.6% |
| 60Δ | 17.49 | 35.8% | 3.4% | 19.55 | 48.2% | 3.1% |
| 65Δ | 17.07 | 38.4% | 3.0% | 20.07 | 51.0% | 2.7% |
| 70Δ | 16.66 | 40.9% | 2.6% | 20.59 | 53.8% | 2.2% |
| 75Δ | 16.25 | 43.4% | 2.2% | 21.11 | 56.6% | 1.8% |
| 80Δ | 15.83 | 46.0% | 1.8% | 21.63 | 59.3% | 1.3% |
No recorded observations