Share price$14.64
1D-1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:02:20.543Z
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 · 2026-10-22T22:45:24.098811599Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.57 | 100.9% | 36.4% | 11.93 | 95.2% | 21.5% |
| 25Δ | 17.57 | 80.0% | 23.0% | 13.10 | 69.9% | 13.8% |
| 30Δ | 17.02 | 81.5% | 20.1% | 13.51 | 67.4% | 11.8% |
| 35Δ | 16.49 | 81.0% | 17.4% | 13.91 | 64.9% | 9.8% |
| 40Δ | 15.97 | 80.3% | 14.7% | 14.27 | 65.1% | 8.5% |
| 45Δ | 15.50 | 77.8% | 12.4% | 14.61 | 66.0% | 7.5% |
| 50Δ | 15.03 | 75.3% | 10.1% | 14.96 | 66.9% | 6.4% |
| 55Δ | 14.61 | 79.9% | 9.1% | 15.43 | 72.0% | 5.8% |
| 60Δ | 14.20 | 85.0% | 8.2% | 15.92 | 77.6% | 5.2% |
| 65Δ | 13.80 | 85.2% | 6.9% | 16.41 | 78.3% | 4.3% |
| 70Δ | 13.41 | 80.5% | 5.4% | 16.90 | 78.0% | 3.4% |
| 75Δ | 13.01 | 75.7% | 3.8% | 17.62 | 81.0% | 2.7% |
| 80Δ | 12.24 | 89.2% | 3.4% | 18.38 | 82.5% | 2.0% |
No recorded observations