Share price$15.27
1D-1.7%
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 2026-10-22T23:26:35.090Z
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 · 2026-10-22T22:30:07.268966125Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.31 | 46.9% | 14.7% | 13.61 | 53.6% | 12.7% |
| 25Δ | 16.74 | 41.2% | 11.2% | 14.10 | 51.2% | 10.2% |
| 30Δ | 16.32 | 36.4% | 8.7% | 14.37 | 59.2% | 10.0% |
| 35Δ | 15.96 | 32.4% | 6.5% | 14.63 | 67.3% | 9.8% |
| 40Δ | 15.79 | 30.8% | 5.7% | 14.90 | 75.3% | 9.5% |
| 45Δ | 15.62 | 29.3% | 5.0% | 15.41 | 85.0% | 9.2% |
| 50Δ | 15.46 | 27.7% | 4.2% | 16.07 | 95.8% | 8.7% |
| 55Δ | 15.29 | 26.1% | 3.4% | 16.73 | 106.6% | 8.2% |
| 60Δ | 15.12 | 24.5% | 2.6% | 16.34 | 61.2% | 4.1% |
| 65Δ | 17.04 | 70.1% | 3.7% | |||
| 70Δ | 17.74 | 79.0% | 3.4% | |||
| 75Δ | 18.96 | 93.7% | 3.1% | |||
| 80Δ | ||||||
No recorded observations