Share price$9.96
1D-5.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T05:03:45.203Z
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 · 2026-10-22T23:15:29.519391012Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T05:03:44.577852+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.92 | 276.4% | 166.6% | 6.19 | 328.7% | 49.3% |
| 25Δ | 29.36 | 335.7% | 204.3% | 6.93 | 280.4% | 41.4% |
| 30Δ | 24.93 | 326.7% | 161.9% | 7.66 | 232.1% | 33.5% |
| 35Δ | 20.80 | 285.2% | 120.7% | 8.40 | 183.7% | 25.5% |
| 40Δ | 18.01 | 232.8% | 92.0% | 9.14 | 135.4% | 17.6% |
| 45Δ | 15.23 | 180.5% | 63.3% | 9.88 | 87.1% | 9.7% |
| 50Δ | 12.44 | 128.1% | 34.5% | 10.34 | 81.4% | 7.6% |
| 55Δ | 9.95 | 82.8% | 9.3% | 10.75 | 84.0% | 6.7% |
| 60Δ | 9.57 | 86.4% | 8.2% | 11.16 | 86.7% | 5.8% |
| 65Δ | 9.19 | 90.0% | 7.1% | 11.57 | 89.3% | 4.9% |
| 70Δ | 8.80 | 93.6% | 6.1% | 11.98 | 92.0% | 4.0% |
| 75Δ | 8.42 | 97.1% | 5.0% | 12.39 | 94.6% | 3.1% |
| 80Δ | 8.04 | 100.7% | 3.9% | 13.77 | 110.8% | 2.5% |
| Date | IV |
|---|---|
| 77.09% | |
| 87.55% |