Share price$17.62
1D+1.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:50:53.430Z
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 · 2026-10-22T15:50:18.812334566Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.70 | 40.2% | 13.2% | 15.66 | 46.5% | 12.6% |
| 25Δ | 19.40 | 40.3% | 11.9% | 16.05 | 43.8% | 10.8% |
| 30Δ | 19.09 | 40.4% | 10.7% | 16.43 | 41.0% | 9.0% |
| 35Δ | 18.78 | 40.6% | 9.5% | 16.82 | 38.3% | 7.2% |
| 40Δ | 18.47 | 40.7% | 8.3% | 17.20 | 35.6% | 5.4% |
| 45Δ | 18.16 | 40.8% | 7.1% | 17.86 | 35.1% | 3.9% |
| 50Δ | 17.85 | 40.9% | 5.8% | 19.49 | 42.5% | 3.5% |
| 55Δ | 17.55 | 41.1% | 4.6% | 21.12 | 49.9% | 3.0% |
| 60Δ | 17.15 | 43.3% | 4.0% | 22.75 | 57.4% | 2.6% |
| 65Δ | 16.75 | 45.8% | 3.5% | 24.38 | 64.8% | 2.2% |
| 70Δ | 16.34 | 48.4% | 3.0% | 26.01 | 72.3% | 1.8% |
| 75Δ | 15.93 | 51.0% | 2.6% | 27.64 | 79.7% | 1.4% |
| 80Δ | 15.53 | 53.6% | 2.1% | 29.27 | 87.2% | 1.0% |
No recorded observations