Share price$15.02
1D-4.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:23:32.563Z
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 · 2026-10-23T00:00:07.116239721Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.87 | 128.2% | 25.8% | |||
| 25Δ | 20.11 | 121.3% | 38.2% | 12.83 | 109.6% | 20.0% |
| 30Δ | 18.15 | 99.2% | 25.4% | 13.51 | 99.5% | 16.2% |
| 35Δ | 17.03 | 85.5% | 18.3% | 14.10 | 91.5% | 13.1% |
| 40Δ | 16.31 | 75.4% | 13.9% | 14.57 | 85.5% | 10.9% |
| 45Δ | 15.77 | 67.9% | 10.7% | 15.03 | 80.0% | 8.7% |
| 50Δ | 15.36 | 62.3% | 8.5% | 15.49 | 81.4% | 7.7% |
| 55Δ | 15.95 | 82.7% | 6.6% | |||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations