Share price$9.53
1D+5.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:49:37.029Z
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 · 2026-10-22T13:54:42.116968113Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 7.61 | 215.1% | 32.9% | |||
| 30Δ | 8.25 | 205.0% | 28.8% | |||
| 35Δ | 8.89 | 194.8% | 24.7% | |||
| 40Δ | 9.53 | 184.7% | 20.6% | |||
| 45Δ | 10.38 | 186.4% | 17.5% | |||
| 50Δ | 11.79 | 220.9% | 17.1% | |||
| 55Δ | 14.33 | 273.6% | 17.0% | |||
| 60Δ | 17.43 | 307.6% | 15.6% | |||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations