Share price$12.92
1D-3.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:11:37.062Z
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 · 2026-10-22T22:30:01.931083579Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.40 | 252.6% | 141.3% | 9.33 | 217.0% | 37.2% |
| 25Δ | 23.32 | 213.8% | 87.4% | 10.34 | 208.9% | 32.1% |
| 30Δ | 20.12 | 195.3% | 63.8% | 11.33 | 204.9% | 27.9% |
| 35Δ | 18.46 | 191.5% | 52.7% | 12.33 | 215.2% | 25.5% |
| 40Δ | 17.14 | 190.3% | 44.3% | 13.37 | 215.2% | 22.4% |
| 45Δ | 16.03 | 191.2% | 37.8% | 14.48 | 217.7% | 19.7% |
| 50Δ | 14.77 | 181.2% | 29.6% | 15.59 | 215.5% | 17.0% |
| 55Δ | 13.85 | 181.2% | 24.8% | 17.02 | 221.5% | 14.7% |
| 60Δ | 12.95 | 179.2% | 20.2% | 17.71 | 205.3% | 11.8% |
| 65Δ | 12.15 | 188.0% | 17.6% | 18.90 | 200.5% | 9.5% |
| 70Δ | 11.29 | 192.2% | 14.5% | 20.49 | 201.2% | 7.7% |
| 75Δ | 10.39 | 196.4% | 11.5% | 22.09 | 198.5% | 5.9% |
| 80Δ | 9.44 | 200.9% | 8.8% | 23.85 | 194.3% | 4.2% |
No recorded observations