Share price$10.91
1D+3.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T05:55:42.270Z
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 · 2026-10-22T23:00:00.003177563Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.57 | 171.8% | 74.7% | 8.51 | 124.5% | 26.0% |
| 25Δ | 15.51 | 131.3% | 46.5% | 9.46 | 86.8% | 16.9% |
| 30Δ | 12.37 | 69.2% | 16.8% | 10.15 | 67.5% | 11.4% |
| 35Δ | 12.09 | 68.6% | 15.3% | 10.50 | 72.2% | 10.5% |
| 40Δ | 11.81 | 68.0% | 13.7% | 10.85 | 77.0% | 9.7% |
| 45Δ | 11.53 | 67.4% | 12.1% | 11.20 | 81.7% | 8.8% |
| 50Δ | 11.25 | 66.8% | 10.6% | 11.55 | 86.5% | 7.9% |
| 55Δ | 10.97 | 66.1% | 9.0% | 11.90 | 91.2% | 7.1% |
| 60Δ | 10.70 | 65.5% | 7.5% | 12.25 | 96.0% | 6.2% |
| 65Δ | 10.42 | 64.9% | 5.9% | 12.82 | 103.6% | 5.4% |
| 70Δ | 10.14 | 64.3% | 4.3% | 13.91 | 118.3% | 4.8% |
| 75Δ | 9.69 | 69.1% | 3.3% | 15.05 | 133.7% | 4.2% |
| 80Δ | 9.07 | 79.2% | 2.7% | 20.43 | 198.4% | 4.2% |
| Date | IV |
|---|---|
| 60.53% | |
| 60.76% |