Share price$11.95
1D
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Market dataready · fetched 2026-10-22T09:22:46.252Z
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 · 2026-10-22T08:02:16.145999619Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T09:22:44.594913+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.13 | 192.8% | 90.1% | |||
| 25Δ | 17.97 | 158.1% | 55.8% | 10.10 | 116.0% | 21.3% |
| 30Δ | 15.88 | 136.9% | 39.0% | 10.55 | 105.5% | 18.1% |
| 35Δ | 14.62 | 123.2% | 29.2% | 11.00 | 95.0% | 14.8% |
| 40Δ | 13.78 | 115.7% | 23.2% | 11.45 | 84.5% | 11.6% |
| 45Δ | 13.10 | 109.4% | 18.5% | 11.91 | 74.0% | 8.4% |
| 50Δ | 12.59 | 110.1% | 15.8% | 12.17 | 68.2% | 6.8% |
| 55Δ | 12.11 | 112.1% | 13.5% | 12.39 | 63.6% | 5.6% |
| 60Δ | 11.57 | 120.3% | 12.0% | 12.61 | 59.0% | 4.4% |
| 65Δ | 11.01 | 130.5% | 10.8% | 12.83 | 54.4% | 3.3% |
| 70Δ | 10.44 | 140.7% | 9.6% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations