Share price$16.40
1D-0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:41:34.220Z
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 · 2026-10-22T20:00:00.27344085Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.44 | 79.4% | 26.9% | 13.77 | 80.7% | 18.6% |
| 25Δ | 19.01 | 61.5% | 18.2% | 14.77 | 63.5% | 12.8% |
| 30Δ | 17.80 | 44.2% | 10.7% | 15.28 | 59.9% | 10.6% |
| 35Δ | 17.29 | 40.8% | 8.3% | 15.65 | 60.5% | 9.6% |
| 40Δ | 17.01 | 42.1% | 7.6% | 16.02 | 61.1% | 8.5% |
| 45Δ | 16.74 | 43.3% | 6.9% | 16.39 | 61.7% | 7.5% |
| 50Δ | 16.46 | 44.5% | 6.2% | 16.76 | 62.3% | 6.4% |
| 55Δ | 16.18 | 45.8% | 5.5% | 17.12 | 62.9% | 5.3% |
| 60Δ | 15.90 | 47.0% | 4.8% | 17.49 | 63.5% | 4.3% |
| 65Δ | 15.63 | 48.2% | 4.0% | 17.96 | 62.4% | 3.6% |
| 70Δ | 15.35 | 49.4% | 3.3% | 18.42 | 61.3% | 2.9% |
| 75Δ | 15.07 | 50.7% | 2.6% | 18.89 | 60.2% | 2.2% |
| 80Δ | 13.30 | 104.7% | 3.4% | 19.35 | 59.0% | 1.6% |
No recorded observations