Share price$9.25
1D+2.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T06:52:52.899Z
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 · 2026-10-22T20:00:00.138313036Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:52:52.075777+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 7.51 | 174.3% | 28.2% | |||
| 30Δ | 7.90 | 160.9% | 24.9% | |||
| 35Δ | 8.28 | 147.5% | 21.5% | |||
| 40Δ | 13.40 | 225.3% | 57.9% | 8.66 | 134.1% | 18.1% |
| 45Δ | 11.48 | 180.4% | 36.8% | 9.04 | 120.7% | 14.7% |
| 50Δ | 10.03 | 139.8% | 20.9% | 9.42 | 107.2% | 11.3% |
| 55Δ | 9.60 | 133.6% | 17.9% | 9.80 | 93.8% | 8.0% |
| 60Δ | 9.20 | 128.1% | 15.2% | 10.28 | 89.6% | 5.8% |
| 65Δ | 8.79 | 122.7% | 12.4% | 10.85 | 95.1% | 5.0% |
| 70Δ | 8.39 | 117.2% | 9.7% | 11.43 | 100.6% | 4.2% |
| 75Δ | 7.98 | 111.8% | 7.0% | 12.00 | 106.0% | 3.4% |
| 80Δ | 7.58 | 106.3% | 4.3% | 12.82 | 114.8% | 2.6% |
| Date | IV |
|---|---|
| 77.65% | |
| 91.13% |