Share price$14.58
1D-1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:29:54.716Z
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 · 2026-10-22T22:22:07.952088897Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.43 | 100.0% | 36.0% | 11.84 | 96.2% | 21.7% |
| 25Δ | 17.55 | 81.3% | 23.4% | 13.06 | 68.9% | 13.6% |
| 30Δ | 16.99 | 82.9% | 20.5% | 13.46 | 66.3% | 11.6% |
| 35Δ | 16.46 | 82.5% | 17.7% | 13.85 | 63.8% | 9.7% |
| 40Δ | 15.93 | 81.7% | 15.0% | 14.21 | 63.3% | 8.3% |
| 45Δ | 15.45 | 79.4% | 12.7% | 14.54 | 64.0% | 7.3% |
| 50Δ | 14.98 | 77.4% | 10.4% | 14.88 | 64.7% | 6.2% |
| 55Δ | 14.56 | 82.8% | 9.4% | 15.30 | 68.4% | 5.5% |
| 60Δ | 14.15 | 88.2% | 8.5% | 15.78 | 73.6% | 4.9% |
| 65Δ | 13.73 | 87.2% | 7.1% | 16.26 | 75.6% | 4.2% |
| 70Δ | 13.32 | 82.7% | 5.5% | 16.72 | 75.0% | 3.3% |
| 75Δ | 12.82 | 82.6% | 4.2% | 17.31 | 75.8% | 2.5% |
| 80Δ | 12.05 | 97.4% | 3.8% | 18.06 | 78.5% | 1.9% |
No recorded observations