Share price$16.53
1D+0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:55:14.459Z
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 · 2026-10-22T20:00:32.57405319Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.26 | 74.0% | 24.7% | 13.64 | 90.7% | 20.5% |
| 25Δ | 19.58 | 73.5% | 21.3% | 14.55 | 77.7% | 15.5% |
| 30Δ | 19.02 | 73.2% | 18.7% | 15.22 | 71.6% | 12.4% |
| 35Δ | 18.46 | 73.0% | 16.2% | 15.66 | 72.2% | 11.1% |
| 40Δ | 17.90 | 72.8% | 13.6% | 16.10 | 72.7% | 9.8% |
| 45Δ | 17.39 | 72.2% | 11.4% | 16.54 | 73.3% | 8.6% |
| 50Δ | 16.98 | 70.6% | 10.0% | 16.97 | 73.8% | 7.3% |
| 55Δ | 16.57 | 69.1% | 8.6% | 17.41 | 74.4% | 6.0% |
| 60Δ | 16.17 | 67.5% | 7.2% | 18.02 | 76.4% | 5.1% |
| 65Δ | 15.76 | 66.0% | 5.9% | 18.68 | 78.8% | 4.4% |
| 70Δ | 15.35 | 64.4% | 4.5% | 19.33 | 81.2% | 3.6% |
| 75Δ | 14.79 | 67.5% | 3.3% | 19.99 | 83.6% | 2.8% |
| 80Δ | 13.23 | 100.1% | 3.1% | 23.26 | 107.5% | 2.3% |
No recorded observations