Share price$11.15
1D-0.6%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market dataready · fetched 2026-10-23T21:55:01.035Z
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 · 2026-10-23T21:50:08.609104697Z
FundamentalsTradr ETFs · ready · as of 2026-10-22 · fetched 2026-10-23T21:55:00.448018+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.18 | 110.5% | 39.1% | 9.18 | 100.3% | 21.2% |
| 25Δ | 14.14 | 103.2% | 30.5% | 9.64 | 98.0% | 18.3% |
| 30Δ | 13.48 | 100.4% | 25.5% | 10.08 | 97.1% | 15.6% |
| 35Δ | 12.92 | 99.3% | 21.5% | 10.47 | 101.7% | 14.2% |
| 40Δ | 12.50 | 101.3% | 19.0% | 10.85 | 106.3% | 12.9% |
| 45Δ | 12.08 | 103.2% | 16.6% | 11.26 | 107.1% | 11.3% |
| 50Δ | 11.65 | 100.6% | 14.0% | 11.67 | 105.6% | 9.6% |
| 55Δ | 11.23 | 96.9% | 11.3% | 12.10 | 104.5% | 8.0% |
| 60Δ | 10.82 | 96.3% | 9.3% | 12.57 | 104.5% | 6.8% |
| 65Δ | 10.42 | 99.4% | 7.9% | 13.05 | 104.8% | 5.5% |
| 70Δ | 10.03 | 102.5% | 6.6% | 13.69 | 107.4% | 4.5% |
| 75Δ | 9.60 | 102.0% | 5.3% | 14.38 | 109.0% | 3.5% |
| 80Δ | 9.17 | 101.2% | 3.9% | 15.15 | 109.9% | 2.6% |
| Date | IV |
|---|---|
| 120.67% | |
| 138.11% |