Share price$17.81
1D-8.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T23:23:41.929Z
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 · 2026-10-22T22:30:06.668254422Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:23:40.338915+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.52 | 245.1% | 133.2% | 13.36 | 172.2% | 32.0% |
| 25Δ | 29.54 | 189.5% | 72.1% | 14.70 | 148.5% | 25.3% |
| 30Δ | 25.38 | 164.6% | 49.5% | 15.75 | 132.4% | 20.3% |
| 35Δ | 22.79 | 145.7% | 35.7% | 16.59 | 121.4% | 16.7% |
| 40Δ | 21.05 | 132.0% | 26.8% | 17.34 | 114.3% | 13.9% |
| 45Δ | 19.84 | 123.1% | 21.1% | 18.04 | 110.3% | 11.6% |
| 50Δ | 18.84 | 115.0% | 16.5% | 18.74 | 109.3% | 10.0% |
| 55Δ | 18.07 | 113.3% | 13.6% | 19.48 | 109.1% | 8.5% |
| 60Δ | 17.34 | 111.0% | 11.2% | 20.38 | 112.4% | 7.2% |
| 65Δ | 16.63 | 110.6% | 9.1% | 21.50 | 118.4% | 6.3% |
| 70Δ | 15.92 | 111.8% | 7.5% | 22.58 | 119.4% | 5.0% |
| 75Δ | 15.19 | 111.2% | 5.8% | 23.80 | 120.2% | 3.9% |
| 80Δ | 14.40 | 111.4% | 4.4% | 25.49 | 123.8% | 2.9% |
No recorded observations