Share price$18.80
1D+7.6%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T00:02:44.134Z
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 · 2026-10-23T00:00:06.752492124Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.16 | 168.5% | 31.4% | |||
| 25Δ | 15.51 | 148.5% | 25.3% | |||
| 30Δ | 26.45 | 156.9% | 47.4% | 16.60 | 134.3% | 20.6% |
| 35Δ | 23.99 | 140.6% | 35.2% | 17.51 | 123.6% | 16.9% |
| 40Δ | 22.30 | 128.1% | 27.0% | 18.32 | 117.9% | 14.2% |
| 45Δ | 20.76 | 116.4% | 19.7% | 19.58 | 146.6% | 14.6% |
| 50Δ | 19.79 | 109.4% | 15.5% | 20.99 | 164.3% | 13.8% |
| 55Δ | 19.02 | 108.6% | 13.0% | 22.54 | 167.8% | 12.1% |
| 60Δ | 18.29 | 111.6% | 11.2% | 24.08 | 171.4% | 10.3% |
| 65Δ | 17.57 | 110.0% | 9.1% | 26.10 | 177.6% | 8.7% |
| 70Δ | 16.85 | 106.6% | 7.0% | 28.81 | 187.7% | 7.3% |
| 75Δ | 16.06 | 109.4% | 5.7% | |||
| 80Δ | 15.34 | 105.7% | 4.2% | |||
No recorded observations