Share price$18.90
1D+2.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:24:11.871Z
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 · 2026-10-22T20:10:00.000444142Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.69 | 206.2% | 36.1% | |||
| 25Δ | 15.36 | 165.8% | 27.6% | |||
| 30Δ | 16.52 | 141.6% | 21.8% | |||
| 35Δ | 34.85 | 277.7% | 97.1% | 17.62 | 120.6% | 16.6% |
| 40Δ | 26.98 | 217.4% | 55.5% | 18.36 | 116.6% | 14.4% |
| 45Δ | 22.77 | 173.6% | 33.2% | 19.11 | 112.6% | 12.2% |
| 50Δ | 21.48 | 152.3% | 26.4% | 19.86 | 108.6% | 9.9% |
| 55Δ | 20.36 | 132.6% | 20.7% | 20.30 | 101.5% | 8.5% |
| 60Δ | 19.25 | 112.9% | 14.9% | 20.67 | 93.7% | 7.2% |
| 65Δ | 18.14 | 93.2% | 9.1% | 21.04 | 85.9% | 5.9% |
| 70Δ | 17.29 | 80.0% | 5.4% | 21.41 | 78.1% | 4.6% |
| 75Δ | 16.79 | 75.5% | 4.4% | 21.78 | 70.3% | 3.3% |
| 80Δ | 16.30 | 71.1% | 3.4% | 22.16 | 62.5% | 2.0% |
No recorded observations