Share price$14.05
1D+2.9%
Sold putSold call
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 2026-10-22T19:21:50.758Z
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 · 2026-10-22T19:21:49.291272773Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.10 | 91.2% | 31.4% | 11.91 | 81.8% | 18.1% |
| 25Δ | 17.04 | 84.8% | 24.5% | 12.39 | 80.5% | 15.7% |
| 30Δ | 16.46 | 84.8% | 21.2% | 12.84 | 79.1% | 13.4% |
| 35Δ | 15.90 | 84.2% | 18.1% | 13.26 | 79.3% | 11.7% |
| 40Δ | 15.33 | 79.5% | 14.7% | 13.66 | 80.1% | 10.3% |
| 45Δ | 14.83 | 77.3% | 12.2% | 14.06 | 80.8% | 8.9% |
| 50Δ | 14.44 | 78.4% | 10.6% | 14.47 | 80.4% | 7.7% |
| 55Δ | 14.05 | 79.6% | 9.1% | 14.87 | 80.0% | 6.4% |
| 60Δ | 13.65 | 79.6% | 7.7% | 15.32 | 79.8% | 5.4% |
| 65Δ | 13.25 | 79.4% | 6.4% | 15.78 | 79.8% | 4.4% |
| 70Δ | 12.86 | 78.6% | 5.1% | 16.35 | 81.5% | 3.5% |
| 75Δ | 12.47 | 76.3% | 4.0% | 17.03 | 84.6% | 2.8% |
| 80Δ | 12.08 | 74.1% | 2.9% | 17.62 | 82.1% | 2.0% |
No recorded observations