Share price$10.35
1D+6.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T09:51:21.345Z
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 · 2026-10-21T23:22:49.174946255Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.54 | 117.3% | 43.7% | 8.24 | 120.9% | 24.9% |
| 25Δ | 13.76 | 118.2% | 37.2% | 8.74 | 118.9% | 21.5% |
| 30Δ | 13.09 | 118.6% | 31.9% | 9.21 | 116.7% | 18.6% |
| 35Δ | 12.56 | 121.1% | 28.2% | 9.65 | 114.5% | 16.1% |
| 40Δ | 12.06 | 124.0% | 24.8% | 10.08 | 112.8% | 13.7% |
| 45Δ | 11.54 | 123.6% | 21.3% | 10.51 | 113.8% | 12.0% |
| 50Δ | 11.02 | 122.7% | 17.8% | 10.94 | 114.7% | 10.4% |
| 55Δ | 10.56 | 122.9% | 15.2% | 11.37 | 113.0% | 8.8% |
| 60Δ | 10.10 | 123.2% | 12.6% | 11.80 | 110.8% | 7.2% |
| 65Δ | 9.65 | 123.0% | 10.4% | 12.27 | 109.3% | 5.9% |
| 70Δ | 9.19 | 122.8% | 8.4% | 12.78 | 108.2% | 4.6% |
| 75Δ | 8.68 | 125.5% | 6.6% | 13.44 | 109.4% | 3.6% |
| 80Δ | 8.14 | 130.4% | 5.2% | 14.46 | 115.6% | 2.7% |
No recorded observations