Share price$18.70
1D-2.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:47:27.575Z
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 · 2026-10-22T20:10:00.001423755Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.44 | 207.6% | 99.9% | |||
| 25Δ | 28.15 | 156.8% | 55.8% | 15.45 | 127.3% | 23.5% |
| 30Δ | 24.47 | 128.6% | 36.5% | 16.12 | 118.8% | 20.8% |
| 35Δ | 22.99 | 115.9% | 29.2% | 16.79 | 110.2% | 18.1% |
| 40Δ | 21.51 | 103.2% | 21.9% | 17.45 | 101.7% | 15.3% |
| 45Δ | 20.03 | 90.5% | 14.6% | 18.12 | 93.2% | 12.6% |
| 50Δ | 19.43 | 88.4% | 13.0% | 18.79 | 84.7% | 9.8% |
| 55Δ | 18.85 | 86.5% | 11.5% | 19.45 | 76.2% | 7.1% |
| 60Δ | 18.27 | 84.6% | 10.0% | 20.14 | 69.3% | 4.7% |
| 65Δ | 17.68 | 82.7% | 8.5% | 20.91 | 69.2% | 4.0% |
| 70Δ | 17.10 | 80.8% | 7.0% | 21.68 | 69.2% | 3.3% |
| 75Δ | 16.52 | 78.9% | 5.5% | 22.45 | 69.2% | 2.6% |
| 80Δ | 15.94 | 77.0% | 4.0% | 23.22 | 69.1% | 1.9% |
No recorded observations