Share price$14.93
1D-0.2%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:40:42.520Z
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 · 2026-10-23T17:40:33.259212327Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.31 | 138.7% | 53.2% | 11.57 | 144.0% | 27.9% |
| 25Δ | 20.78 | 136.5% | 44.0% | 12.43 | 138.9% | 23.8% |
| 30Δ | 19.54 | 134.7% | 36.8% | 13.18 | 137.8% | 20.8% |
| 35Δ | 18.54 | 134.7% | 31.5% | 13.90 | 135.8% | 18.0% |
| 40Δ | 17.70 | 136.0% | 27.3% | 14.60 | 135.0% | 15.7% |
| 45Δ | 16.80 | 133.7% | 22.8% | 15.33 | 135.5% | 13.6% |
| 50Δ | 16.09 | 136.9% | 19.9% | 16.09 | 137.0% | 11.8% |
| 55Δ | 15.35 | 137.8% | 17.0% | 16.83 | 134.9% | 10.0% |
| 60Δ | 14.62 | 136.0% | 14.0% | 17.61 | 133.5% | 8.3% |
| 65Δ | 13.90 | 133.1% | 11.1% | 18.44 | 132.1% | 6.8% |
| 70Δ | 13.19 | 135.0% | 9.1% | 19.42 | 132.3% | 5.4% |
| 75Δ | 12.38 | 142.3% | 7.5% | 20.85 | 137.5% | 4.3% |
| 80Δ | 11.55 | 145.7% | 5.8% | 22.53 | 141.4% | 3.2% |
No recorded observations