Share price$16.43
1D+1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:00:46.299Z
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 · 2026-10-22T20:00:00.697831809Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.57 | 111.8% | 40.4% | 12.42 | 164.8% | 31.0% |
| 25Δ | 19.77 | 80.2% | 23.3% | 13.53 | 138.4% | 24.4% |
| 30Δ | 18.90 | 70.8% | 18.4% | 14.62 | 110.6% | 17.8% |
| 35Δ | 18.04 | 61.4% | 13.4% | 15.36 | 99.3% | 14.3% |
| 40Δ | 17.37 | 55.5% | 9.9% | 15.91 | 96.7% | 12.5% |
| 45Δ | 17.04 | 55.4% | 8.9% | 16.46 | 94.1% | 10.7% |
| 50Δ | 16.70 | 55.3% | 7.9% | 17.01 | 91.5% | 8.8% |
| 55Δ | 16.37 | 55.1% | 6.9% | 17.61 | 89.8% | 7.1% |
| 60Δ | 16.03 | 55.0% | 5.9% | 18.68 | 96.1% | 6.2% |
| 65Δ | 15.70 | 54.9% | 4.8% | 19.75 | 102.3% | 5.4% |
| 70Δ | 15.37 | 54.7% | 3.8% | 20.82 | 108.6% | 4.6% |
| 75Δ | 15.03 | 54.6% | 2.8% | 21.90 | 114.8% | 3.7% |
| 80Δ | 14.18 | 65.4% | 2.4% | 20.67 | 83.5% | 2.0% |
No recorded observations