Share price$18.97
1D+7.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:48:06.400Z
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 · 2026-10-22T20:38:01.404885844Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.28 | 168.5% | 31.5% | |||
| 25Δ | 15.65 | 148.9% | 25.4% | |||
| 30Δ | 26.54 | 154.4% | 46.6% | 16.75 | 134.9% | 20.7% |
| 35Δ | 24.07 | 137.8% | 34.3% | 17.66 | 124.8% | 17.1% |
| 40Δ | 22.43 | 125.5% | 26.5% | 18.50 | 121.1% | 14.5% |
| 45Δ | 20.87 | 113.5% | 19.1% | 20.12 | 171.4% | 16.6% |
| 50Δ | 19.90 | 105.3% | 14.8% | 21.37 | 169.2% | 14.2% |
| 55Δ | 19.15 | 104.3% | 12.4% | 22.97 | 173.4% | 12.4% |
| 60Δ | 18.44 | 106.0% | 10.6% | 24.56 | 177.7% | 10.6% |
| 65Δ | 17.75 | 105.6% | 8.7% | 27.02 | 186.7% | 9.1% |
| 70Δ | 17.08 | 100.3% | 6.6% | 29.82 | 197.6% | 7.6% |
| 75Δ | 16.34 | 101.0% | 5.2% | |||
| 80Δ | 15.65 | 98.6% | 3.9% | |||
No recorded observations