Share price$14.09
1D+1.7%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:50:12.596Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-23T15:44:08.214134157Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 12.93 | 60.0% | 13.9% | |||
| 35Δ | 13.37 | 61.7% | 12.5% | |||
| 40Δ | 14.88 | 35.3% | 9.4% | 13.82 | 63.4% | 11.2% |
| 45Δ | 14.66 | 34.0% | 8.6% | 14.27 | 65.0% | 9.8% |
| 50Δ | 14.44 | 32.8% | 7.8% | 14.71 | 66.7% | 8.4% |
| 55Δ | 14.21 | 31.5% | 7.0% | 15.26 | 68.7% | 7.2% |
| 60Δ | 13.99 | 30.2% | 6.2% | 15.97 | 71.3% | 6.2% |
| 65Δ | 13.77 | 29.0% | 5.4% | 16.67 | 73.9% | 5.2% |
| 70Δ | 13.55 | 27.7% | 4.6% | 17.38 | 76.5% | 4.2% |
| 75Δ | 13.33 | 26.4% | 3.8% | 21.10 | 112.2% | 4.4% |
| 80Δ | 13.11 | 25.1% | 3.0% | |||
No recorded observations