Share price$13.97
1D+10.4%
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 2026-10-22T21:18:20.005Z
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 · 2026-10-22T21:16:55.950393946Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.47 | 115.8% | 42.6% | 11.40 | 105.0% | 22.3% |
| 25Δ | 18.34 | 114.0% | 35.4% | 11.94 | 108.5% | 19.9% |
| 30Δ | 17.35 | 110.9% | 29.4% | 12.51 | 105.9% | 17.2% |
| 35Δ | 16.63 | 111.8% | 25.4% | 13.07 | 102.8% | 14.6% |
| 40Δ | 16.00 | 113.9% | 22.3% | 13.57 | 102.7% | 12.7% |
| 45Δ | 15.36 | 113.2% | 19.0% | 14.09 | 102.7% | 11.0% |
| 50Δ | 14.74 | 113.4% | 16.2% | 14.63 | 103.5% | 9.5% |
| 55Δ | 14.17 | 114.5% | 13.9% | 15.23 | 106.2% | 8.2% |
| 60Δ | 13.60 | 114.7% | 11.6% | 15.98 | 113.1% | 7.3% |
| 65Δ | 13.03 | 114.6% | 9.5% | 16.69 | 113.4% | 6.0% |
| 70Δ | 12.42 | 118.0% | 7.9% | 17.39 | 112.0% | 4.8% |
| 75Δ | 11.79 | 120.8% | 6.4% | 18.10 | 109.5% | 3.6% |
| 80Δ | 11.12 | 121.9% | 4.8% | 19.13 | 110.6% | 2.6% |
No recorded observations