Share price$9.06
1D+1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:22:43.621Z
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 · 2026-10-21T20:00:00.243851908Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.13 | 124.1% | 48.3% | 7.32 | 110.8% | 23.1% |
| 25Δ | 11.94 | 113.5% | 35.9% | 8.09 | 73.9% | 14.4% |
| 30Δ | 10.74 | 83.1% | 22.4% | 8.34 | 79.9% | 13.4% |
| 35Δ | 9.92 | 64.5% | 13.4% | 8.59 | 85.9% | 12.5% |
| 40Δ | 9.70 | 65.1% | 11.9% | 8.84 | 91.9% | 11.5% |
| 45Δ | 9.48 | 65.8% | 10.5% | 9.09 | 93.9% | 10.3% |
| 50Δ | 9.26 | 66.4% | 9.0% | 9.33 | 88.6% | 8.7% |
| 55Δ | 9.04 | 67.1% | 7.6% | 9.57 | 83.3% | 7.1% |
| 60Δ | 8.81 | 67.2% | 6.5% | 9.81 | 78.0% | 5.5% |
| 65Δ | 8.58 | 67.2% | 5.5% | 10.13 | 76.2% | 4.1% |
| 70Δ | 8.36 | 67.2% | 4.5% | 10.68 | 86.2% | 3.7% |
| 75Δ | 8.13 | 67.2% | 3.5% | 12.05 | 118.7% | 3.9% |
| 80Δ | 7.57 | 85.8% | 3.0% | 12.56 | 113.6% | 2.7% |
No recorded observations