Share price$15.40
1D-13.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:38:32.334Z
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 · 2026-10-22T18:38:30.909855041Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.88 | 121.8% | 45.4% | 12.72 | 97.4% | 21.0% |
| 25Δ | 20.28 | 115.1% | 35.8% | 13.30 | 98.9% | 18.5% |
| 30Δ | 19.02 | 108.9% | 28.5% | 13.85 | 101.2% | 16.5% |
| 35Δ | 18.07 | 104.2% | 23.3% | 14.41 | 100.8% | 14.4% |
| 40Δ | 17.49 | 108.9% | 21.1% | 14.96 | 99.4% | 12.3% |
| 45Δ | 16.93 | 113.7% | 19.0% | 15.51 | 99.0% | 10.7% |
| 50Δ | 16.28 | 114.4% | 16.4% | 16.06 | 98.8% | 9.1% |
| 55Δ | 15.63 | 114.6% | 13.9% | 16.65 | 99.0% | 7.8% |
| 60Δ | 15.00 | 114.4% | 11.5% | 17.26 | 99.3% | 6.5% |
| 65Δ | 14.39 | 111.9% | 9.3% | 17.91 | 99.6% | 5.4% |
| 70Δ | 13.75 | 111.6% | 7.4% | 18.58 | 98.4% | 4.3% |
| 75Δ | 13.08 | 114.9% | 6.0% | 19.29 | 96.7% | 3.2% |
| 80Δ | 12.24 | 123.0% | 4.9% | 20.08 | 95.2% | 2.2% |
No recorded observations