Share price$13.78
1D-9.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:51:58.217Z
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 · 2026-10-23T00:00:06.551977224Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.60 | 137.0% | 53.2% | 10.74 | 137.3% | 27.3% |
| 25Δ | 19.31 | 136.6% | 45.0% | 11.47 | 136.2% | 23.8% |
| 30Δ | 18.05 | 133.1% | 37.0% | 12.16 | 133.8% | 20.6% |
| 35Δ | 17.30 | 137.4% | 33.1% | 12.82 | 126.1% | 17.2% |
| 40Δ | 16.34 | 133.5% | 27.4% | 13.47 | 127.4% | 15.1% |
| 45Δ | 15.55 | 133.9% | 23.4% | 14.15 | 132.3% | 13.5% |
| 50Δ | 14.90 | 137.6% | 20.6% | 14.92 | 138.8% | 12.1% |
| 55Δ | 14.16 | 134.0% | 16.8% | 15.58 | 135.2% | 10.2% |
| 60Δ | 13.49 | 134.1% | 14.0% | 16.29 | 132.3% | 8.4% |
| 65Δ | 12.83 | 135.3% | 11.6% | 17.13 | 132.7% | 6.9% |
| 70Δ | 12.16 | 136.4% | 9.4% | 18.09 | 133.8% | 5.6% |
| 75Δ | 11.45 | 138.6% | 7.5% | 19.43 | 138.7% | 4.4% |
| 80Δ | 10.70 | 140.5% | 5.7% | 20.87 | 141.0% | 3.2% |
No recorded observations