Share price$15.45
1D+0.9%
Sold putSold callAH
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 2026-10-23T04:10:37.239Z
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 | 116.7% | 41.3% | 10.72 | 236.6% | 40.1% |
| 25Δ | 24.33 | 172.1% | 63.3% | 11.81 | 204.1% | 33.3% |
| 30Δ | 28.06 | 241.8% | 91.0% | 12.89 | 171.7% | 26.5% |
| 35Δ | 23.84 | 203.1% | 63.9% | 13.98 | 139.2% | 19.7% |
| 40Δ | 22.08 | 180.3% | 52.9% | 15.05 | 109.0% | 13.2% |
| 45Δ | 20.32 | 157.6% | 41.8% | 15.95 | 115.0% | 12.0% |
| 50Δ | 18.55 | 134.8% | 30.7% | 16.85 | 120.9% | 10.8% |
| 55Δ | 16.79 | 112.0% | 19.7% | 17.75 | 126.9% | 9.5% |
| 60Δ | 15.03 | 89.3% | 8.6% | 18.65 | 132.9% | 8.3% |
| 65Δ | 14.47 | 89.5% | 7.2% | 19.55 | 138.8% | 7.1% |
| 70Δ | 13.94 | 90.0% | 6.0% | 21.02 | 147.5% | 5.9% |
| 75Δ | 13.41 | 90.6% | 4.8% | 21.09 | 126.5% | 4.1% |
| 80Δ | 12.87 | 91.2% | 3.6% | 25.71 | 166.2% | 3.7% |
No recorded observations