Share price$11.53
1D+3.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:58:19.896Z
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 · 2026-10-22T20:00:03.074942853Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.53 | 122.4% | 46.6% | 9.03 | 122.0% | 25.9% |
| 25Δ | 14.54 | 95.2% | 29.6% | 9.96 | 98.1% | 18.3% |
| 30Δ | 13.67 | 81.9% | 22.3% | 10.38 | 96.3% | 16.3% |
| 35Δ | 12.79 | 68.5% | 15.0% | 10.77 | 95.4% | 14.5% |
| 40Δ | 12.32 | 63.7% | 11.8% | 11.17 | 94.4% | 12.8% |
| 45Δ | 12.05 | 63.1% | 10.6% | 11.56 | 93.5% | 11.0% |
| 50Δ | 11.78 | 62.6% | 9.5% | 11.96 | 92.6% | 9.2% |
| 55Δ | 11.51 | 62.1% | 8.3% | 12.35 | 91.7% | 7.4% |
| 60Δ | 11.24 | 61.6% | 7.2% | 12.94 | 95.1% | 6.2% |
| 65Δ | 10.97 | 61.1% | 6.0% | 13.64 | 100.9% | 5.4% |
| 70Δ | 10.70 | 60.6% | 4.9% | 14.35 | 106.8% | 4.5% |
| 75Δ | 10.43 | 60.0% | 3.7% | 15.64 | 123.9% | 4.0% |
| 80Δ | 10.16 | 59.5% | 2.6% | 19.28 | 166.9% | 3.7% |
| Date | IV |
|---|---|
| 63.88% | |
| 64.09% |