Share price$14.93
1D+10.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:16:30.312Z
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 · 2026-10-23T00:00:07.116237291Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.57 | 112.2% | 40.8% | 12.17 | 106.4% | 22.4% |
| 25Δ | 19.73 | 116.4% | 36.4% | 12.76 | 108.6% | 20.0% |
| 30Δ | 18.72 | 114.8% | 30.6% | 13.35 | 111.1% | 17.8% |
| 35Δ | 17.61 | 106.6% | 24.0% | 13.94 | 113.9% | 15.8% |
| 40Δ | 16.93 | 107.4% | 20.8% | 14.54 | 114.3% | 13.9% |
| 45Δ | 16.29 | 106.7% | 17.7% | 15.20 | 117.2% | 12.2% |
| 50Δ | 15.67 | 106.0% | 15.0% | 16.00 | 129.1% | 11.4% |
| 55Δ | 15.08 | 105.3% | 12.5% | 16.71 | 127.1% | 9.6% |
| 60Δ | 14.52 | 105.0% | 10.5% | 17.45 | 125.5% | 8.0% |
| 65Δ | 13.96 | 104.8% | 8.6% | 18.46 | 129.7% | 6.7% |
| 70Δ | 13.38 | 105.6% | 7.0% | 19.51 | 132.0% | 5.5% |
| 75Δ | 12.79 | 106.3% | 5.5% | 20.58 | 131.2% | 4.2% |
| 80Δ | 12.16 | 106.4% | 4.2% | 23.22 | 148.5% | 3.3% |
No recorded observations