Share price$16.45
1D+1.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:30:53.554Z
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 · 2026-10-22T23:06:01.569872143Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.63 | 111.7% | 40.6% | 12.94 | 108.7% | 24.8% |
| 25Δ | 21.78 | 107.2% | 36.4% | 13.42 | 101.6% | 22.4% |
| 30Δ | 21.04 | 103.7% | 33.0% | 13.90 | 94.4% | 20.0% |
| 35Δ | 20.31 | 100.2% | 29.5% | 14.38 | 87.3% | 17.6% |
| 40Δ | 19.57 | 96.7% | 26.1% | 14.86 | 80.1% | 15.2% |
| 45Δ | 18.84 | 93.2% | 22.6% | 15.34 | 73.0% | 12.8% |
| 50Δ | 18.11 | 89.7% | 19.2% | 15.82 | 65.8% | 10.4% |
| 55Δ | 17.37 | 86.2% | 15.7% | 16.30 | 58.7% | 8.0% |
| 60Δ | 16.64 | 82.7% | 12.3% | 16.78 | 51.5% | 5.6% |
| 65Δ | 15.90 | 79.2% | 8.8% | 17.26 | 44.4% | 3.2% |
| 70Δ | 15.17 | 75.7% | 5.3% | 22.68 | 153.0% | 6.3% |
| 75Δ | 14.13 | 85.5% | 4.0% | 23.34 | 141.3% | 4.9% |
| 80Δ | 13.01 | 99.2% | 3.3% | 23.99 | 129.7% | 3.4% |
No recorded observations