Share price$12.31
1D-0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:20:55.210Z
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 · 2026-10-22T14:57:29.578539771Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.03 | 94.4% | 32.9% | 10.34 | 85.6% | 19.0% |
| 25Δ | 14.42 | 69.6% | 19.8% | 11.02 | 70.6% | 13.8% |
| 30Δ | 13.62 | 54.6% | 13.3% | 11.37 | 74.0% | 12.7% |
| 35Δ | 13.05 | 42.5% | 8.6% | 11.73 | 77.5% | 11.6% |
| 40Δ | 12.87 | 38.8% | 7.3% | 12.08 | 80.9% | 10.5% |
| 45Δ | 12.72 | 35.9% | 6.4% | 12.43 | 84.4% | 9.4% |
| 50Δ | 12.57 | 32.9% | 5.4% | 12.79 | 87.8% | 8.3% |
| 55Δ | 12.43 | 29.9% | 4.4% | 13.33 | 97.8% | 7.6% |
| 60Δ | 12.28 | 26.9% | 3.4% | 14.25 | 119.0% | 7.6% |
| 65Δ | 12.14 | 24.0% | 2.5% | 15.59 | 140.8% | 7.2% |
| 70Δ | 18.26 | 177.8% | 7.0% | |||
| 75Δ | 22.08 | 211.0% | 6.2% | |||
| 80Δ | ||||||
No recorded observations