Share price$15.81
1D+4.1%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:01:51.979Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:49.400638761Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.09 | 191.5% | 15.9% | 12.32 | 603.9% | 29.3% |
| 25Δ | 20.51 | 408.7% | 35.7% | 12.62 | 782.8% | 32.6% |
| 30Δ | 23.40 | 660.4% | 59.1% | 15.01 | 150.1% | 7.3% |
| 35Δ | 23.30 | 739.2% | 61.0% | 15.25 | 156.4% | 6.7% |
| 40Δ | 22.23 | 800.0% | 54.5% | 15.48 | 162.7% | 6.0% |
| 45Δ | 19.46 | 601.0% | 34.8% | 15.72 | 169.0% | 5.4% |
| 50Δ | 15.87 | 186.0% | 5.7% | 15.95 | 175.3% | 4.8% |
| 55Δ | 15.53 | 274.4% | 7.2% | 17.05 | 386.1% | 8.3% |
| 60Δ | 15.19 | 362.8% | 8.6% | 17.31 | 345.8% | 6.8% |
| 65Δ | 14.77 | 388.5% | 8.1% | 17.58 | 305.5% | 5.2% |
| 70Δ | 14.33 | 336.4% | 5.6% | 17.84 | 265.1% | 3.7% |
| 75Δ | 13.93 | 295.4% | 3.8% | |||
| 80Δ | 13.18 | 334.7% | 3.3% | |||
| Date | IV |
|---|---|
| 156.62% | |
| 166.69% |