Share price$16.22
1D-3.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:11:25.297Z
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 · 2026-10-22T18:11:24.392280356Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.88 | 74.4% | 24.7% | |||
| 25Δ | 19.27 | 73.3% | 21.6% | |||
| 30Δ | 18.65 | 72.1% | 18.6% | |||
| 35Δ | 18.04 | 71.0% | 15.5% | 15.38 | 68.6% | 10.6% |
| 40Δ | 17.44 | 71.5% | 12.8% | 15.78 | 68.3% | 9.4% |
| 45Δ | 16.96 | 82.8% | 12.4% | 16.18 | 68.1% | 8.2% |
| 50Δ | 16.49 | 94.2% | 12.0% | 16.58 | 67.8% | 7.0% |
| 55Δ | 16.02 | 105.5% | 11.5% | 16.99 | 67.5% | 5.8% |
| 60Δ | 15.54 | 116.8% | 11.1% | 17.39 | 67.3% | 4.6% |
| 65Δ | 15.07 | 128.1% | 10.7% | 19.23 | 73.0% | 3.8% |
| 70Δ | 21.65 | 81.0% | 3.2% | |||
| 75Δ | 24.07 | 89.0% | 2.5% | |||
| 80Δ | 26.48 | 97.1% | 1.8% | |||
No recorded observations