Share price$16.36
1D+1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:23:17.345Z
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 · 2026-10-22T20:10:00.001990111Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.50 | 111.9% | 40.6% | 13.31 | 116.9% | 25.0% |
| 25Δ | 21.75 | 108.5% | 37.0% | 14.23 | 120.4% | 23.1% |
| 30Δ | 20.99 | 105.2% | 33.5% | 15.15 | 123.9% | 21.2% |
| 35Δ | 20.24 | 101.9% | 29.9% | 16.07 | 127.4% | 19.3% |
| 40Δ | 19.48 | 98.6% | 26.3% | 16.99 | 131.0% | 17.4% |
| 45Δ | 18.73 | 95.2% | 22.8% | 17.92 | 134.5% | 15.6% |
| 50Δ | 17.97 | 91.9% | 19.2% | 18.84 | 138.0% | 13.7% |
| 55Δ | 17.22 | 88.6% | 15.6% | 19.76 | 141.5% | 11.8% |
| 60Δ | 16.46 | 85.3% | 12.0% | 20.68 | 145.1% | 9.9% |
| 65Δ | 15.71 | 82.0% | 8.5% | 21.60 | 148.6% | 8.0% |
| 70Δ | 14.93 | 79.8% | 5.1% | 22.07 | 142.1% | 5.8% |
| 75Δ | 13.80 | 95.5% | 4.4% | 18.96 | 50.0% | 1.3% |
| 80Δ | 12.67 | 111.2% | 3.7% | 20.96 | 67.8% | 1.1% |
No recorded observations