Share price$9.23
1D+2.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:21:53.518Z
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 · 2026-10-21T23:56:22.477194281Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.20 | 96.4% | 35.0% | 7.75 | 83.7% | 19.4% |
| 25Δ | 11.73 | 95.7% | 30.9% | 8.04 | 83.5% | 17.6% |
| 30Δ | 11.27 | 95.0% | 26.8% | 8.33 | 83.3% | 15.8% |
| 35Δ | 10.80 | 94.3% | 22.7% | 8.63 | 83.0% | 14.1% |
| 40Δ | 10.33 | 93.6% | 18.6% | 8.92 | 82.8% | 12.3% |
| 45Δ | 9.90 | 93.3% | 15.2% | 9.21 | 82.5% | 10.6% |
| 50Δ | 9.58 | 94.0% | 13.6% | 9.50 | 82.3% | 8.8% |
| 55Δ | 9.25 | 94.7% | 12.0% | 9.79 | 82.1% | 7.0% |
| 60Δ | 8.92 | 95.4% | 10.4% | 10.80 | 95.8% | 5.8% |
| 65Δ | 8.59 | 96.2% | 8.8% | 13.74 | 146.6% | 6.1% |
| 70Δ | 8.26 | 96.9% | 7.2% | 16.68 | 197.4% | 6.5% |
| 75Δ | 7.93 | 97.6% | 5.6% | 19.62 | 248.2% | 6.8% |
| 80Δ | 7.60 | 98.3% | 4.0% | 22.59 | 255.3% | 5.1% |
No recorded observations