Share price$11.32
1D+0.7%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:49:33.411Z
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 · 2026-10-23T15:48:24.142385694Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.35 | 108.6% | 38.6% | 9.36 | 98.1% | 20.9% |
| 25Δ | 14.23 | 99.5% | 29.3% | 9.77 | 101.3% | 18.7% |
| 30Δ | 13.55 | 95.9% | 24.2% | 10.18 | 103.9% | 16.6% |
| 35Δ | 12.98 | 93.8% | 20.0% | 10.59 | 105.7% | 14.8% |
| 40Δ | 12.56 | 93.5% | 17.4% | 11.01 | 107.5% | 13.0% |
| 45Δ | 12.13 | 93.2% | 14.8% | 11.42 | 105.9% | 11.2% |
| 50Δ | 11.74 | 91.5% | 12.5% | 11.84 | 104.3% | 9.5% |
| 55Δ | 11.37 | 89.0% | 10.3% | 12.30 | 104.8% | 8.1% |
| 60Δ | 11.00 | 86.7% | 8.2% | 12.80 | 106.6% | 6.9% |
| 65Δ | 10.59 | 92.3% | 7.2% | 13.46 | 112.0% | 5.9% |
| 70Δ | 10.19 | 98.0% | 6.3% | 14.18 | 116.7% | 4.9% |
| 75Δ | 9.82 | 97.8% | 5.1% | 14.78 | 114.1% | 3.7% |
| 80Δ | 9.46 | 92.3% | 3.8% | 16.00 | 122.4% | 2.8% |
| Date | IV |
|---|---|
| 120.67% | |
| 138.11% |