Share price$17.73
1D+1.6%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T03:50:30.085Z
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 · 2026-10-22T23:00:00.001589483Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.41 | 208.5% | 99.5% | 13.88 | 130.0% | 26.6% |
| 25Δ | 25.67 | 145.8% | 49.8% | 14.96 | 122.5% | 21.8% |
| 30Δ | 24.25 | 127.1% | 41.4% | 15.69 | 102.7% | 17.3% |
| 35Δ | 23.46 | 113.5% | 36.7% | 16.41 | 82.4% | 12.9% |
| 40Δ | 22.67 | 99.8% | 31.9% | 17.13 | 62.1% | 8.5% |
| 45Δ | 21.89 | 86.2% | 27.2% | 17.73 | 53.2% | 6.0% |
| 50Δ | 21.10 | 72.5% | 22.5% | 18.20 | 56.5% | 5.4% |
| 55Δ | 20.31 | 58.8% | 17.8% | 18.66 | 59.8% | 4.8% |
| 60Δ | 19.53 | 45.2% | 13.0% | 19.13 | 63.2% | 4.2% |
| 65Δ | 18.74 | 31.5% | 8.3% | 19.60 | 66.5% | 3.6% |
| 70Δ | 17.96 | 17.9% | 3.6% | 20.27 | 72.4% | 3.1% |
| 75Δ | 22.06 | 92.9% | 3.0% | |||
| 80Δ | 25.87 | 128.3% | 2.9% | |||
No recorded observations