Share price$18.23
1D+0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:44:44.181Z
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 · 2026-10-22T22:30:00.003655879Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.88 | 105.7% | 22.2% | |||
| 25Δ | 23.37 | 105.5% | 32.0% | 16.08 | 81.6% | 15.6% |
| 30Δ | 21.15 | 80.5% | 19.9% | 16.88 | 65.3% | 11.2% |
| 35Δ | 19.94 | 64.0% | 13.2% | 17.37 | 55.9% | 8.7% |
| 40Δ | 19.24 | 52.6% | 9.4% | 17.80 | 47.7% | 6.4% |
| 45Δ | 18.77 | 47.9% | 7.6% | 18.14 | 43.1% | 5.0% |
| 50Δ | 18.41 | 46.9% | 6.9% | 18.40 | 41.7% | 4.2% |
| 55Δ | 18.05 | 45.8% | 6.2% | 18.66 | 40.3% | 3.4% |
| 60Δ | 17.69 | 44.8% | 5.5% | 18.92 | 38.9% | 2.6% |
| 65Δ | 17.33 | 43.7% | 4.7% | 19.18 | 37.9% | 2.1% |
| 70Δ | 16.97 | 42.7% | 4.0% | 19.45 | 37.1% | 1.6% |
| 75Δ | 16.61 | 41.6% | 3.3% | 19.72 | 36.3% | 1.2% |
| 80Δ | 16.25 | 40.6% | 2.6% | 19.99 | 35.5% | 0.7% |
No recorded observations