Share price$14.85
1D+0.5%
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 dataready · fetched 2026-10-24T21:22:11.936Z
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 · 2026-10-23T23:54:00.740689826Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-24T21:22:11.419089+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.31 | 143.1% | 53.9% | 11.63 | 138.0% | 26.7% |
| 25Δ | 20.65 | 138.9% | 43.8% | 12.45 | 134.2% | 22.9% |
| 30Δ | 19.38 | 136.0% | 36.4% | 13.12 | 138.8% | 20.6% |
| 35Δ | 18.40 | 135.8% | 31.1% | 13.82 | 136.7% | 17.9% |
| 40Δ | 17.56 | 137.5% | 27.0% | 14.53 | 137.2% | 15.6% |
| 45Δ | 16.80 | 139.9% | 23.6% | 15.25 | 138.0% | 13.6% |
| 50Δ | 15.97 | 137.6% | 19.6% | 15.97 | 137.4% | 11.7% |
| 55Δ | 15.25 | 138.3% | 16.7% | 16.69 | 135.2% | 9.9% |
| 60Δ | 14.54 | 138.5% | 13.9% | 17.55 | 136.6% | 8.3% |
| 65Δ | 13.83 | 137.8% | 11.4% | 18.54 | 139.6% | 7.0% |
| 70Δ | 13.14 | 135.2% | 8.9% | 19.56 | 139.9% | 5.6% |
| 75Δ | 12.44 | 134.0% | 6.9% | 20.91 | 143.3% | 4.4% |
| 80Δ | 11.71 | 133.4% | 5.1% | 22.31 | 143.1% | 3.2% |
No recorded observations