Share price$15.91
1D-13.8%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T23:27:05.671Z
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 · 2026-10-22T22:51:17.76249441Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:27:03.552541+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.62 | 108.0% | 38.9% | 12.74 | 118.0% | 24.4% |
| 25Δ | 20.30 | 103.6% | 31.4% | 13.48 | 116.5% | 21.1% |
| 30Δ | 19.24 | 99.4% | 25.6% | 14.19 | 115.9% | 18.4% |
| 35Δ | 18.36 | 94.9% | 20.9% | 14.84 | 119.0% | 16.4% |
| 40Δ | 17.65 | 92.5% | 17.4% | 15.52 | 121.1% | 14.5% |
| 45Δ | 17.05 | 92.0% | 14.8% | 16.23 | 122.6% | 12.7% |
| 50Δ | 16.52 | 92.7% | 12.8% | 16.96 | 123.4% | 11.0% |
| 55Δ | 15.99 | 93.4% | 10.9% | 17.79 | 126.0% | 9.5% |
| 60Δ | 15.48 | 89.1% | 8.8% | 18.75 | 130.2% | 8.2% |
| 65Δ | 14.98 | 85.0% | 6.8% | 19.93 | 136.3% | 7.0% |
| 70Δ | 14.51 | 83.1% | 5.5% | 21.68 | 148.1% | 6.0% |
| 75Δ | 14.04 | 81.2% | 4.1% | 24.16 | 162.8% | 5.0% |
| 80Δ | 13.58 | 77.8% | 3.1% | |||
No recorded observations