Share price$9.55
1D+5.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:17:13.323Z
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 · 2026-10-22T20:00:00.416036451Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.81 | 163.8% | 69.7% | |||
| 25Δ | 14.06 | 136.5% | 51.6% | 7.63 | 216.7% | 33.0% |
| 30Δ | 12.96 | 115.9% | 40.3% | 8.29 | 207.9% | 29.0% |
| 35Δ | 11.86 | 95.3% | 28.9% | 8.95 | 199.1% | 24.9% |
| 40Δ | 10.76 | 74.7% | 17.6% | 9.62 | 190.3% | 20.9% |
| 45Δ | 10.51 | 194.9% | 18.1% | |||
| 50Δ | 11.74 | 218.4% | 16.9% | |||
| 55Δ | 13.75 | 256.1% | 16.2% | |||
| 60Δ | 18.83 | 331.0% | 16.2% | |||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations