Share price$9.61
1D+4.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T05:07:16.704Z
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 · 2026-10-22T23:00:00.003813792Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.97 | 146.9% | 59.6% | 7.34 | 169.5% | 31.1% |
| 25Δ | 12.73 | 119.2% | 36.8% | 7.81 | 198.7% | 30.5% |
| 30Δ | 12.21 | 122.3% | 32.5% | 8.35 | 188.4% | 26.3% |
| 35Δ | 11.61 | 119.9% | 27.4% | 8.94 | 150.6% | 19.5% |
| 40Δ | 10.98 | 114.6% | 21.9% | 9.38 | 138.3% | 16.2% |
| 45Δ | 10.62 | 122.0% | 20.2% | 9.80 | 128.8% | 13.2% |
| 50Δ | 10.26 | 129.4% | 18.5% | 10.30 | 128.2% | 11.2% |
| 55Δ | 9.87 | 131.1% | 16.2% | 10.86 | 135.8% | 10.0% |
| 60Δ | 9.42 | 119.2% | 12.4% | 11.37 | 135.1% | 8.5% |
| 65Δ | 8.98 | 107.9% | 8.7% | 11.87 | 131.9% | 6.8% |
| 70Δ | 8.58 | 110.1% | 7.2% | 13.56 | 159.3% | 6.3% |
| 75Δ | 8.19 | 112.4% | 5.8% | 17.10 | 206.1% | 5.9% |
| 80Δ | 7.74 | 114.1% | 4.4% | 23.74 | 259.8% | 5.1% |
| Date | IV |
|---|---|
| 114.94% | |
| 121.55% |