Share price$16.36
1D-2.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:46:13.024Z
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 · 2026-10-22T20:10:00.002241327Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.92 | 72.3% | 23.8% | |||
| 25Δ | 19.33 | 71.3% | 21.0% | |||
| 30Δ | 18.75 | 70.4% | 18.1% | 15.09 | 70.2% | 12.0% |
| 35Δ | 18.16 | 69.4% | 15.2% | 15.54 | 71.8% | 10.9% |
| 40Δ | 17.57 | 68.4% | 12.4% | 15.98 | 73.4% | 9.8% |
| 45Δ | 17.08 | 77.7% | 11.6% | 16.43 | 75.0% | 8.6% |
| 50Δ | 16.60 | 88.4% | 11.2% | 16.87 | 76.6% | 7.5% |
| 55Δ | 16.12 | 99.1% | 10.7% | 17.32 | 78.2% | 6.3% |
| 60Δ | 15.64 | 109.9% | 10.3% | 18.57 | 83.9% | 5.4% |
| 65Δ | 15.16 | 120.6% | 9.9% | 20.39 | 92.4% | 4.7% |
| 70Δ | 22.22 | 100.9% | 3.9% | |||
| 75Δ | 24.04 | 109.4% | 3.2% | |||
| 80Δ | 25.86 | 118.0% | 2.4% | |||
No recorded observations