Share price$10.78
1D-0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T11:58:37.102Z
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 · 2026-10-21T23:00:00.002864859Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.79 | 146.2% | 60.0% | 7.65 | 237.7% | 39.6% |
| 25Δ | 19.58 | 212.3% | 89.1% | 8.47 | 194.8% | 31.5% |
| 30Δ | 22.38 | 278.5% | 118.1% | 9.29 | 151.9% | 23.3% |
| 35Δ | 16.72 | 212.8% | 65.5% | 10.05 | 114.4% | 16.0% |
| 40Δ | 13.33 | 143.6% | 32.7% | 10.41 | 109.8% | 14.2% |
| 45Δ | 12.12 | 124.4% | 22.3% | 10.77 | 105.3% | 12.4% |
| 50Δ | 11.61 | 121.2% | 19.1% | 11.13 | 100.7% | 10.6% |
| 55Δ | 11.10 | 118.1% | 15.9% | 11.48 | 96.2% | 8.8% |
| 60Δ | 10.59 | 115.0% | 12.7% | 11.84 | 91.6% | 7.0% |
| 65Δ | 10.08 | 111.9% | 9.5% | 12.20 | 87.0% | 5.3% |
| 70Δ | 9.48 | 119.0% | 7.9% | 12.70 | 86.0% | 3.7% |
| 75Δ | 8.86 | 128.0% | 6.7% | 13.90 | 102.2% | 3.2% |
| 80Δ | 8.25 | 137.1% | 5.4% | 15.32 | 120.8% | 2.8% |
| Date | IV |
|---|---|
| 74.99% |