Share price$12.98
1D-0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:25:13.063Z
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 · 2026-10-22T20:10:00.001003174Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.54 | 66.0% | 21.6% | 9.13 | 353.1% | 48.6% |
| 25Δ | 10.36 | 286.7% | 39.1% | |||
| 30Δ | 11.29 | 245.2% | 31.9% | |||
| 35Δ | 12.23 | 203.6% | 24.7% | |||
| 40Δ | 12.91 | 181.4% | 20.3% | |||
| 45Δ | 13.49 | 167.3% | 17.1% | |||
| 50Δ | 14.08 | 153.1% | 13.9% | |||
| 55Δ | 14.66 | 139.0% | 10.8% | |||
| 60Δ | 15.51 | 135.2% | 8.5% | |||
| 65Δ | 16.73 | 146.0% | 7.4% | |||
| 70Δ | 19.00 | 172.2% | 6.8% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations