Share price$15.44
1D+0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:37:45.214Z
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 · 2026-10-23T00:00:06.51593955Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.22 | 209.9% | 36.3% | |||
| 25Δ | 12.54 | 174.0% | 28.3% | |||
| 30Δ | 26.23 | 223.4% | 78.8% | 13.55 | 151.1% | 22.5% |
| 35Δ | 21.14 | 174.8% | 45.9% | 14.36 | 134.2% | 18.1% |
| 40Δ | 18.95 | 152.7% | 32.4% | 15.05 | 119.2% | 14.3% |
| 45Δ | 17.58 | 138.6% | 24.5% | 15.58 | 108.1% | 11.5% |
| 50Δ | 16.50 | 124.2% | 18.2% | 16.08 | 97.8% | 9.0% |
| 55Δ | 15.69 | 114.1% | 13.9% | 16.49 | 90.8% | 7.3% |
| 60Δ | 15.03 | 108.8% | 10.9% | 16.90 | 83.8% | 5.6% |
| 65Δ | 14.52 | 99.8% | 8.4% | 17.23 | 77.6% | 4.4% |
| 70Δ | 14.01 | 90.7% | 5.9% | 17.53 | 71.7% | 3.3% |
| 75Δ | 13.59 | 85.1% | 4.5% | 17.84 | 65.9% | 2.3% |
| 80Δ | 13.16 | 79.5% | 3.2% | 18.22 | 61.4% | 1.5% |
No recorded observations