Share price$10.59
1D-0.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-24T04:21:54.869Z
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 · 2026-10-23T23:00:00.002448396Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:21:54.999487+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.54 | 246.6% | 39.7% | |||
| 25Δ | 8.30 | 217.7% | 33.2% | |||
| 30Δ | 9.06 | 188.7% | 26.8% | |||
| 35Δ | 16.61 | 228.5% | 67.7% | 9.82 | 159.8% | 20.4% |
| 40Δ | 13.90 | 183.7% | 42.2% | 10.29 | 146.2% | 17.1% |
| 45Δ | 12.36 | 151.7% | 27.8% | 10.67 | 137.4% | 14.9% |
| 50Δ | 11.84 | 131.1% | 22.5% | 11.05 | 128.7% | 12.7% |
| 55Δ | 11.33 | 110.5% | 17.3% | 11.43 | 119.9% | 10.4% |
| 60Δ | 10.81 | 89.9% | 12.0% | 11.81 | 111.2% | 8.2% |
| 65Δ | 10.29 | 69.3% | 6.8% | 12.19 | 102.4% | 6.0% |
| 70Δ | 9.70 | 67.8% | 3.8% | 12.85 | 102.1% | 4.2% |
| 75Δ | 9.03 | 90.4% | 3.7% | 14.88 | 142.0% | 4.4% |
| 80Δ | 8.35 | 113.0% | 3.6% | 19.50 | 197.1% | 4.2% |
| Date | IV |
|---|---|
| 79.95% |