Share price$18.88
1D+0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:54:38.078Z
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 · 2026-10-22T20:00:00.375514959Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.50 | 106.1% | 37.9% | |||
| 25Δ | 22.50 | 77.3% | 22.1% | 17.01 | 66.0% | 13.0% |
| 30Δ | 21.10 | 61.9% | 14.7% | 17.58 | 58.1% | 10.2% |
| 35Δ | 20.56 | 56.6% | 12.3% | 18.09 | 51.2% | 7.9% |
| 40Δ | 20.09 | 51.9% | 10.1% | 18.42 | 46.7% | 6.4% |
| 45Δ | 19.61 | 47.2% | 7.9% | 18.75 | 42.2% | 5.0% |
| 50Δ | 19.14 | 42.5% | 5.7% | 19.05 | 38.3% | 3.7% |
| 55Δ | 18.84 | 39.4% | 4.6% | 19.23 | 36.0% | 3.1% |
| 60Δ | 18.62 | 36.9% | 3.8% | 19.42 | 33.6% | 2.6% |
| 65Δ | 18.40 | 34.5% | 3.1% | 19.61 | 31.3% | 2.0% |
| 70Δ | 18.18 | 32.0% | 2.3% | 19.79 | 29.0% | 1.4% |
| 75Δ | 17.92 | 30.6% | 1.6% | 19.98 | 26.7% | 0.8% |
| 80Δ | 17.47 | 34.5% | 1.4% | 20.32 | 27.0% | 0.5% |
No recorded observations