Share price$13.10
1D-5.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:30:34.736Z
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 · 2026-10-22T16:28:58.448566982Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.42 | 248.7% | 138.2% | 9.59 | 196.9% | 35.1% |
| 25Δ | 24.18 | 219.0% | 91.6% | 10.54 | 195.1% | 30.7% |
| 30Δ | 22.11 | 220.0% | 77.7% | 11.45 | 194.1% | 27.0% |
| 35Δ | 20.22 | 219.0% | 65.2% | 12.35 | 192.7% | 23.6% |
| 40Δ | 18.56 | 217.3% | 54.5% | 13.27 | 193.0% | 20.7% |
| 45Δ | 17.14 | 217.7% | 45.9% | 14.24 | 193.5% | 18.1% |
| 50Δ | 15.89 | 218.7% | 38.9% | 15.30 | 195.6% | 15.8% |
| 55Δ | 14.59 | 213.0% | 31.2% | 16.40 | 195.8% | 13.6% |
| 60Δ | 13.51 | 211.4% | 25.6% | 17.64 | 196.6% | 11.4% |
| 65Δ | 12.41 | 199.0% | 19.2% | 19.32 | 202.7% | 9.7% |
| 70Δ | 11.45 | 199.0% | 15.1% | 20.85 | 201.5% | 7.7% |
| 75Δ | 10.51 | 205.3% | 12.3% | 22.65 | 201.0% | 6.0% |
| 80Δ | 9.56 | 202.9% | 9.1% | 23.74 | 188.5% | 4.1% |
No recorded observations