Share price$16.44
1D-0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:38:24.454Z
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 · 2026-10-22T18:37:02.018794306Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.97 | 92.8% | 36.3% | 9.61 | 188.1% | 45.0% |
| 25Δ | 21.36 | 89.0% | 33.3% | 10.37 | 173.2% | 40.7% |
| 30Δ | 20.76 | 85.2% | 30.4% | 11.14 | 158.3% | 36.5% |
| 35Δ | 20.15 | 81.4% | 27.4% | 11.90 | 143.4% | 32.3% |
| 40Δ | 19.54 | 77.6% | 24.4% | 12.66 | 128.5% | 28.1% |
| 45Δ | 18.94 | 73.7% | 21.5% | 13.43 | 113.6% | 23.8% |
| 50Δ | 18.33 | 69.9% | 18.5% | 14.19 | 98.7% | 19.6% |
| 55Δ | 17.72 | 66.1% | 15.5% | 14.95 | 83.8% | 15.4% |
| 60Δ | 17.11 | 62.3% | 12.6% | 15.72 | 68.9% | 11.2% |
| 65Δ | 16.51 | 58.5% | 9.6% | 16.48 | 54.0% | 6.9% |
| 70Δ | 15.90 | 54.7% | 6.6% | 17.24 | 39.1% | 2.7% |
| 75Δ | 15.29 | 50.9% | 3.7% | 20.00 | 57.6% | 1.3% |
| 80Δ | 13.75 | 82.2% | 2.4% | 23.79 | 93.1% | 1.4% |
No recorded observations