Share price$17.18
1D-0.8%
Sold putSold callAH
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Market dataready · fetched 2026-10-24T14:12:26.382Z
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 · 2026-10-24T00:00:06.74252019Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-24T14:12:25.021818+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | 21.35 | 163.3% | 9.7% | |||
| 65Δ | 23.19 | 170.6% | 8.3% | |||
| 70Δ | 15.34 | 116.0% | 7.5% | 25.05 | 177.9% | 6.8% |
| 75Δ | 14.61 | 117.4% | 5.9% | 27.53 | 181.6% | 5.4% |
| 80Δ | 13.82 | 118.7% | 4.5% | |||
No recorded observations