Share price$16.31
1D+0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:51:40.435Z
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 · 2026-10-23T15:51:01.802548756Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.49 | 114.2% | 41.0% | 12.89 | 109.0% | 24.5% |
| 25Δ | 21.68 | 113.3% | 38.4% | 13.35 | 102.2% | 22.2% |
| 30Δ | 20.87 | 112.4% | 35.8% | 13.81 | 95.5% | 19.9% |
| 35Δ | 20.06 | 111.6% | 33.1% | 14.27 | 88.8% | 17.7% |
| 40Δ | 19.25 | 110.7% | 30.5% | 14.73 | 82.1% | 15.4% |
| 45Δ | 18.44 | 109.8% | 27.9% | 15.19 | 75.4% | 13.1% |
| 50Δ | 17.63 | 108.9% | 25.3% | 15.65 | 68.7% | 10.9% |
| 55Δ | 16.83 | 108.0% | 22.6% | 16.11 | 61.9% | 8.6% |
| 60Δ | 16.02 | 107.1% | 20.0% | 16.58 | 55.2% | 6.3% |
| 65Δ | 15.21 | 106.2% | 17.4% | 17.04 | 48.5% | 4.0% |
| 70Δ | 14.40 | 105.3% | 14.8% | 17.50 | 41.8% | 1.8% |
| 75Δ | 13.59 | 104.4% | 12.2% | 22.71 | 101.9% | 2.5% |
| 80Δ | 12.78 | 103.5% | 9.5% | 27.97 | 162.6% | 3.2% |
No recorded observations