Share price$19.33
1D-16.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:14:08.037Z
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 · 2026-10-22T20:57:20.053159186Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.68 | 178.9% | 78.8% | 15.01 | 141.6% | 27.8% |
| 25Δ | 29.83 | 167.6% | 60.0% | 15.95 | 149.2% | 25.4% |
| 30Δ | 27.99 | 170.2% | 52.1% | 17.13 | 127.4% | 19.8% |
| 35Δ | 26.68 | 178.4% | 47.3% | 18.02 | 122.8% | 16.8% |
| 40Δ | 24.82 | 175.1% | 39.3% | 18.87 | 124.3% | 14.8% |
| 45Δ | 23.45 | 178.6% | 34.3% | 19.71 | 122.9% | 12.8% |
| 50Δ | 22.17 | 183.5% | 30.1% | 20.50 | 118.7% | 10.7% |
| 55Δ | 20.85 | 187.1% | 25.9% | 21.27 | 114.4% | 8.8% |
| 60Δ | 19.60 | 194.5% | 22.6% | 22.08 | 112.0% | 7.2% |
| 65Δ | 18.47 | 219.6% | 21.7% | 22.80 | 107.2% | 5.7% |
| 70Δ | 16.98 | 220.0% | 17.4% | 23.57 | 103.2% | 4.4% |
| 75Δ | 15.44 | 239.1% | 15.0% | 24.32 | 98.7% | 3.3% |
| 80Δ | 25.01 | 92.9% | 2.2% | |||
No recorded observations