Share price$14.53
1D-1.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T02:59:35.128Z
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 · 2026-10-23T00:00:00.016773833Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:59:34.522197+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.30 | 99.3% | 35.6% | 11.77 | 97.1% | 21.9% |
| 25Δ | 17.53 | 82.3% | 23.8% | 13.04 | 68.1% | 13.4% |
| 30Δ | 16.97 | 84.0% | 20.8% | 13.42 | 65.5% | 11.5% |
| 35Δ | 16.43 | 83.6% | 18.0% | 13.81 | 62.9% | 9.6% |
| 40Δ | 15.90 | 82.9% | 15.3% | 14.16 | 61.9% | 8.1% |
| 45Δ | 15.41 | 80.6% | 12.9% | 14.49 | 62.5% | 7.1% |
| 50Δ | 14.94 | 79.5% | 10.7% | 14.81 | 63.1% | 6.1% |
| 55Δ | 14.52 | 85.1% | 9.7% | 15.20 | 65.6% | 5.3% |
| 60Δ | 14.10 | 90.7% | 8.8% | 15.68 | 70.6% | 4.7% |
| 65Δ | 13.68 | 88.8% | 7.3% | 16.14 | 73.7% | 4.1% |
| 70Δ | 13.25 | 84.5% | 5.6% | 16.59 | 72.7% | 3.2% |
| 75Δ | 12.68 | 88.3% | 4.4% | 17.07 | 72.0% | 2.4% |
| 80Δ | 11.89 | 103.2% | 4.0% | 17.80 | 74.5% | 1.8% |
No recorded observations