Share price$18.73
1D+0.2%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:30:48.125Z
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 · 2026-10-23T17:30:29.28772393Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.88 | 59.5% | 18.6% | 16.51 | 60.6% | 13.9% |
| 25Δ | 21.29 | 59.2% | 15.9% | 16.98 | 61.6% | 12.1% |
| 30Δ | 20.75 | 58.8% | 13.7% | 17.42 | 61.2% | 10.6% |
| 35Δ | 20.27 | 58.3% | 11.8% | 17.85 | 60.7% | 9.1% |
| 40Δ | 19.83 | 58.5% | 10.2% | 18.25 | 60.6% | 7.9% |
| 45Δ | 19.44 | 59.4% | 9.0% | 18.65 | 60.7% | 6.8% |
| 50Δ | 19.05 | 60.3% | 7.7% | 19.05 | 60.7% | 5.8% |
| 55Δ | 18.65 | 60.4% | 6.7% | 19.44 | 59.8% | 4.9% |
| 60Δ | 18.25 | 60.4% | 5.6% | 19.84 | 58.9% | 4.0% |
| 65Δ | 17.83 | 61.6% | 4.7% | 20.31 | 59.4% | 3.2% |
| 70Δ | 17.34 | 65.1% | 4.1% | 20.82 | 60.7% | 2.6% |
| 75Δ | 16.83 | 67.8% | 3.4% | 25.56 | 114.7% | 3.3% |
| 80Δ | 16.26 | 69.0% | 2.6% | 28.33 | 132.0% | 2.9% |
No recorded observations