Share price$10.87
1D-0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:40:25.720Z
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 · 2026-10-21T20:00:06.012654026Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.06 | 175.1% | 79.7% | 7.99 | 176.7% | 33.5% |
| 25Δ | 14.98 | 130.8% | 42.4% | 8.72 | 160.4% | 28.0% |
| 30Δ | 14.13 | 125.1% | 35.6% | 9.45 | 144.1% | 22.5% |
| 35Δ | 13.28 | 119.3% | 28.8% | 10.16 | 133.3% | 18.0% |
| 40Δ | 12.46 | 114.6% | 22.4% | 10.79 | 139.5% | 16.3% |
| 45Δ | 11.99 | 121.3% | 20.5% | 11.42 | 145.7% | 14.7% |
| 50Δ | 11.52 | 127.9% | 18.6% | 12.05 | 151.9% | 13.1% |
| 55Δ | 11.05 | 134.6% | 16.7% | 12.75 | 155.9% | 11.5% |
| 60Δ | 10.58 | 141.3% | 14.8% | 13.65 | 154.6% | 9.9% |
| 65Δ | 10.11 | 148.0% | 12.9% | 14.54 | 153.2% | 8.3% |
| 70Δ | 9.67 | 141.0% | 10.9% | 15.43 | 151.9% | 6.7% |
| 75Δ | 9.24 | 130.0% | 8.9% | 16.32 | 150.5% | 5.1% |
| 80Δ | 8.81 | 119.1% | 6.9% | 17.21 | 149.2% | 3.5% |
No recorded observations