Share price$13.83
1D+2.0%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T23:53:53.474Z
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 · 2026-10-22T23:50:25.680587888Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.75 | 65.8% | 22.9% | 12.70 | 38.5% | 9.8% |
| 25Δ | 16.00 | 59.3% | 17.9% | 12.91 | 38.6% | 9.0% |
| 30Δ | 15.25 | 52.7% | 12.9% | 13.12 | 38.6% | 8.2% |
| 35Δ | 14.80 | 52.4% | 10.6% | 13.34 | 38.7% | 7.4% |
| 40Δ | 14.49 | 55.1% | 9.7% | 13.55 | 38.8% | 6.7% |
| 45Δ | 14.19 | 57.9% | 8.9% | 13.76 | 38.9% | 5.9% |
| 50Δ | 13.89 | 60.7% | 8.0% | 13.97 | 39.0% | 5.1% |
| 55Δ | 13.58 | 63.4% | 7.2% | 14.19 | 39.1% | 4.3% |
| 60Δ | 13.28 | 66.2% | 6.3% | 14.40 | 39.1% | 3.5% |
| 65Δ | 12.98 | 68.9% | 5.5% | 14.61 | 39.2% | 2.7% |
| 70Δ | 12.67 | 71.7% | 4.6% | 14.82 | 39.3% | 2.0% |
| 75Δ | 12.17 | 77.5% | 3.8% | |||
| 80Δ | 11.42 | 87.3% | 3.2% | |||
No recorded observations