Share price$15.45
1D+0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:22:17.855Z
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 · 2026-10-22T23:00:00.001429889Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.27 | 116.6% | 41.3% | 10.72 | 236.5% | 40.1% |
| 25Δ | 24.33 | 172.0% | 63.3% | 11.81 | 204.0% | 33.3% |
| 30Δ | 28.06 | 241.7% | 91.0% | 12.89 | 171.6% | 26.5% |
| 35Δ | 23.84 | 202.8% | 63.9% | 13.98 | 139.1% | 19.7% |
| 40Δ | 22.08 | 179.8% | 52.9% | 15.05 | 108.9% | 13.2% |
| 45Δ | 20.32 | 156.8% | 41.8% | 15.95 | 114.5% | 12.0% |
| 50Δ | 18.56 | 133.8% | 30.8% | 16.86 | 120.0% | 10.7% |
| 55Δ | 16.80 | 110.8% | 19.7% | 17.76 | 125.6% | 9.5% |
| 60Δ | 15.04 | 87.8% | 8.6% | 18.66 | 131.1% | 8.3% |
| 65Δ | 14.48 | 87.8% | 7.2% | 19.56 | 136.7% | 7.1% |
| 70Δ | 13.94 | 88.4% | 6.0% | 21.03 | 146.2% | 5.9% |
| 75Δ | 13.41 | 89.0% | 4.8% | 21.07 | 125.6% | 4.1% |
| 80Δ | 12.88 | 89.5% | 3.6% | 25.72 | 166.1% | 3.7% |
No recorded observations