Share price$11.05
1D-0.5%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:43:57.276Z
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 · 2026-10-23T17:41:38.449326521Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 31.27 | 286.6% | 189.7% | 7.62 | 297.6% | 42.8% |
| 25Δ | 31.08 | 326.0% | 190.4% | 8.95 | 181.6% | 28.8% |
| 30Δ | 31.55 | 365.1% | 197.9% | 9.66 | 168.9% | 24.3% |
| 35Δ | 31.47 | 399.2% | 200.6% | 10.28 | 157.7% | 20.3% |
| 40Δ | 13.10 | 135.8% | 27.3% | 10.83 | 144.1% | 16.6% |
| 45Δ | 16.62 | 277.6% | 67.9% | 11.71 | 168.3% | 16.0% |
| 50Δ | 14.25 | 234.5% | 46.8% | 12.43 | 173.5% | 14.4% |
| 55Δ | 11.94 | 190.8% | 26.1% | 13.10 | 167.6% | 11.9% |
| 60Δ | 10.86 | 150.8% | 15.7% | 14.87 | 196.7% | 11.4% |
| 65Δ | 10.29 | 164.1% | 14.3% | 16.11 | 199.5% | 9.5% |
| 70Δ | 9.64 | 177.7% | 12.7% | 15.39 | 158.4% | 6.3% |
| 75Δ | 8.92 | 190.7% | 10.8% | 17.46 | 175.0% | 5.2% |
| 80Δ | 8.13 | 195.5% | 8.3% | 18.95 | 172.4% | 3.7% |
| Date | IV |
|---|---|
| 155.43% | |
| 145.99% | |
| 166.50% |