Share price$14.54
1D-3.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-24T13:13:27.983Z
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 · 2026-10-24T00:00:00.140111915Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.86 | 96.2% | 32.3% | 12.18 | 90.7% | 19.3% |
| 25Δ | 17.47 | 82.9% | 23.2% | 12.82 | 82.9% | 15.6% |
| 30Δ | 16.71 | 78.2% | 18.6% | 13.30 | 79.7% | 13.2% |
| 35Δ | 16.17 | 76.8% | 15.6% | 13.72 | 78.2% | 11.3% |
| 40Δ | 15.71 | 76.4% | 13.4% | 14.13 | 77.4% | 9.6% |
| 45Δ | 15.30 | 76.6% | 11.6% | 14.52 | 77.9% | 8.4% |
| 50Δ | 14.90 | 76.9% | 9.9% | 14.92 | 78.4% | 7.2% |
| 55Δ | 14.51 | 77.7% | 8.6% | 15.32 | 77.9% | 6.1% |
| 60Δ | 14.13 | 78.5% | 7.2% | 15.73 | 77.2% | 5.1% |
| 65Δ | 13.72 | 79.4% | 6.1% | 16.17 | 77.0% | 4.1% |
| 70Δ | 13.30 | 80.3% | 5.0% | 16.68 | 77.9% | 3.3% |
| 75Δ | 12.84 | 81.8% | 4.0% | 17.30 | 79.6% | 2.6% |
| 80Δ | 12.30 | 84.9% | 3.1% | 18.08 | 82.8% | 1.9% |
No recorded observations