Share price$11.95
1D+1.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T05:17:12.345Z
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 · 2026-10-22T00:00:00.025819976Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T05:17:11.363378+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.35 | 88.9% | 31.0% | 10.21 | 75.2% | 17.1% |
| 25Δ | 14.58 | 76.8% | 24.7% | 10.77 | 62.3% | 12.7% |
| 30Δ | 14.09 | 68.3% | 20.8% | 11.14 | 54.7% | 9.9% |
| 35Δ | 13.60 | 59.8% | 16.8% | 11.38 | 50.6% | 8.3% |
| 40Δ | 13.11 | 51.3% | 12.9% | 11.62 | 46.6% | 6.7% |
| 45Δ | 12.62 | 42.8% | 9.0% | 11.86 | 42.6% | 5.1% |
| 50Δ | 12.13 | 34.4% | 5.0% | 12.10 | 41.6% | 4.0% |
| 55Δ | 12.35 | 44.7% | 3.6% | |||
| 60Δ | 12.60 | 47.8% | 3.2% | |||
| 65Δ | 12.85 | 50.8% | 2.8% | |||
| 70Δ | 13.40 | 60.1% | 2.5% | |||
| 75Δ | 14.45 | 79.5% | 2.5% | |||
| 80Δ | ||||||
No recorded observations