Share price$13.89
1D+0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:00:08.963Z
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 · 2026-10-22T23:00:00.003209732Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.25 | 33.2% | 10.8% | 12.68 | 42.6% | 10.5% |
| 25Δ | 21.76 | 170.2% | 62.4% | 12.93 | 43.5% | 9.6% |
| 30Δ | 20.02 | 169.1% | 51.3% | 13.18 | 44.5% | 8.8% |
| 35Δ | 19.31 | 157.2% | 46.6% | 13.42 | 45.5% | 8.0% |
| 40Δ | 18.61 | 145.3% | 41.9% | 13.67 | 46.5% | 7.1% |
| 45Δ | 17.91 | 133.5% | 37.3% | 13.92 | 47.5% | 6.3% |
| 50Δ | 17.22 | 121.6% | 32.7% | 14.17 | 48.5% | 5.4% |
| 55Δ | 16.52 | 109.8% | 28.0% | 14.42 | 49.5% | 4.6% |
| 60Δ | 15.82 | 97.9% | 23.4% | 14.67 | 50.4% | 3.8% |
| 65Δ | 15.13 | 86.1% | 18.8% | 14.91 | 51.4% | 2.9% |
| 70Δ | 14.43 | 74.2% | 14.1% | 15.84 | 60.5% | 2.4% |
| 75Δ | 13.73 | 62.4% | 9.5% | 17.12 | 73.9% | 2.1% |
| 80Δ | 13.03 | 50.5% | 4.9% | 18.41 | 87.3% | 1.8% |
No recorded observations