Share price$17.37
1D+5.5%
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 2026-10-22T22:09:18.940Z
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 · 2026-10-22T20:00:05.192097725Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.79 | 174.3% | 33.0% | |||
| 25Δ | 28.91 | 188.7% | 72.6% | 13.63 | 152.8% | 28.1% |
| 30Δ | 23.45 | 143.2% | 41.3% | 14.46 | 131.3% | 23.2% |
| 35Δ | 21.60 | 119.4% | 30.6% | 15.30 | 109.7% | 18.3% |
| 40Δ | 20.38 | 99.2% | 23.3% | 16.13 | 88.2% | 13.4% |
| 45Δ | 19.15 | 78.9% | 16.1% | 16.97 | 66.7% | 8.5% |
| 50Δ | 17.92 | 58.7% | 8.9% | 17.90 | 58.8% | 5.4% |
| 55Δ | 19.00 | 74.6% | 5.3% | |||
| 60Δ | 20.10 | 90.4% | 5.2% | |||
| 65Δ | 21.20 | 106.2% | 5.1% | |||
| 70Δ | 22.30 | 122.0% | 5.0% | |||
| 75Δ | 25.47 | 150.6% | 4.7% | |||
| 80Δ | 32.41 | 195.1% | 4.2% | |||
No recorded observations