Share price$15.46
1D-13.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:36:50.597Z
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 · 2026-10-23T00:00:07.209943384Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.51 | 115.3% | 42.3% | 12.50 | 111.0% | 23.3% |
| 25Δ | 20.08 | 110.3% | 33.9% | 13.20 | 109.4% | 20.1% |
| 30Δ | 19.04 | 107.7% | 28.2% | 13.85 | 106.9% | 17.2% |
| 35Δ | 18.10 | 103.1% | 23.0% | 14.45 | 107.8% | 15.2% |
| 40Δ | 17.42 | 103.0% | 19.8% | 15.04 | 109.7% | 13.4% |
| 45Δ | 16.80 | 104.1% | 17.1% | 15.66 | 110.3% | 11.7% |
| 50Δ | 16.22 | 106.3% | 15.0% | 16.28 | 110.4% | 10.1% |
| 55Δ | 15.63 | 105.2% | 12.6% | 16.92 | 110.0% | 8.5% |
| 60Δ | 15.03 | 102.0% | 10.1% | 17.64 | 110.7% | 7.2% |
| 65Δ | 14.46 | 102.3% | 8.4% | 18.44 | 112.3% | 6.0% |
| 70Δ | 13.89 | 103.0% | 6.8% | 19.38 | 114.9% | 4.9% |
| 75Δ | 13.27 | 104.0% | 5.4% | 20.86 | 123.7% | 4.0% |
| 80Δ | 12.60 | 105.7% | 4.1% | 22.13 | 123.9% | 2.9% |
No recorded observations