Share price$13.15
1D+3.8%
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 2026-10-22T20:56:55.014Z
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 · 2026-10-22T20:55:11.577373102Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.16 | 75.4% | 25.1% | 11.23 | 76.9% | 17.3% |
| 25Δ | 14.99 | 59.6% | 16.3% | 11.67 | 75.1% | 14.8% |
| 30Δ | 14.68 | 61.6% | 14.8% | 12.09 | 74.0% | 12.6% |
| 35Δ | 14.37 | 63.5% | 13.2% | 12.44 | 75.6% | 11.3% |
| 40Δ | 14.06 | 65.5% | 11.7% | 12.79 | 77.1% | 9.9% |
| 45Δ | 13.75 | 64.8% | 10.2% | 13.17 | 79.7% | 8.8% |
| 50Δ | 13.43 | 63.4% | 8.6% | 13.60 | 83.8% | 7.9% |
| 55Δ | 13.11 | 62.0% | 7.0% | 14.04 | 87.9% | 7.0% |
| 60Δ | 12.85 | 59.1% | 5.8% | 14.56 | 90.1% | 6.0% |
| 65Δ | 12.63 | 55.5% | 4.8% | 15.11 | 92.7% | 5.0% |
| 70Δ | 12.40 | 51.8% | 3.7% | 15.84 | 97.4% | 4.2% |
| 75Δ | 12.18 | 48.2% | 2.7% | 17.19 | 112.4% | 3.7% |
| 80Δ | 11.92 | 45.5% | 1.8% | 18.67 | 121.3% | 2.8% |
No recorded observations