Share price$11.82
1D-0.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T04:20:38.181Z
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 · 2026-10-21T22:13:00.651859138Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T04:20:36.681233+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.05 | 106.7% | 38.8% | 10.00 | 82.7% | 18.4% |
| 25Δ | 14.13 | 77.7% | 22.5% | 10.59 | 65.7% | 13.4% |
| 30Δ | 13.20 | 60.2% | 14.7% | 11.06 | 52.8% | 9.5% |
| 35Δ | 12.75 | 49.8% | 10.8% | 11.27 | 49.3% | 8.1% |
| 40Δ | 12.42 | 41.5% | 8.1% | 11.48 | 45.8% | 6.7% |
| 45Δ | 12.10 | 33.2% | 5.3% | 11.69 | 42.3% | 5.3% |
| 50Δ | 11.90 | 38.8% | 3.9% | |||
| 55Δ | 12.12 | 38.1% | 3.1% | |||
| 60Δ | 12.34 | 39.7% | 2.7% | |||
| 65Δ | 12.56 | 41.3% | 2.3% | |||
| 70Δ | 12.78 | 42.9% | 1.8% | |||
| 75Δ | 13.01 | 44.7% | 1.4% | |||
| 80Δ | 14.32 | 70.4% | 1.6% | |||
No recorded observations