Share price$13.85
1D+0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:58:48.330Z
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 · 2026-10-23T00:00:07.517363434Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.05 | 95.1% | 33.0% | 11.80 | 78.6% | 17.6% |
| 25Δ | 16.95 | 88.2% | 25.7% | 12.26 | 77.8% | 15.2% |
| 30Δ | 16.18 | 83.7% | 20.8% | 12.67 | 77.7% | 13.3% |
| 35Δ | 15.64 | 83.1% | 17.9% | 13.08 | 77.3% | 11.4% |
| 40Δ | 15.17 | 83.7% | 15.5% | 13.45 | 75.7% | 9.9% |
| 45Δ | 14.73 | 84.7% | 13.5% | 13.82 | 74.2% | 8.3% |
| 50Δ | 14.31 | 85.9% | 11.7% | 14.20 | 73.5% | 7.0% |
| 55Δ | 13.88 | 87.0% | 10.1% | 14.59 | 73.7% | 6.0% |
| 60Δ | 13.45 | 87.8% | 8.6% | 14.97 | 73.8% | 5.0% |
| 65Δ | 13.02 | 88.6% | 7.1% | 15.40 | 73.6% | 4.1% |
| 70Δ | 12.56 | 89.0% | 5.8% | 15.83 | 73.4% | 3.2% |
| 75Δ | 12.09 | 89.4% | 4.6% | 16.31 | 72.6% | 2.4% |
| 80Δ | 11.50 | 93.3% | 3.6% | 16.82 | 71.6% | 1.7% |
No recorded observations