Share price$9.35
1D+2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T10:02:16.519Z
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 · 2026-10-21T23:00:00.002650038Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.87 | 184.5% | 33.6% | |||
| 25Δ | 7.65 | 139.3% | 25.1% | |||
| 30Δ | 14.63 | 193.4% | 64.5% | 7.95 | 128.3% | 22.3% |
| 35Δ | 12.03 | 140.1% | 36.0% | 8.26 | 117.2% | 19.4% |
| 40Δ | 10.04 | 67.8% | 12.3% | 8.57 | 106.1% | 16.6% |
| 45Δ | 9.54 | 76.7% | 10.9% | 8.87 | 95.0% | 13.7% |
| 50Δ | 9.07 | 87.5% | 10.0% | 9.18 | 84.0% | 10.8% |
| 55Δ | 8.60 | 98.3% | 9.1% | 9.49 | 72.9% | 8.0% |
| 60Δ | 8.12 | 109.1% | 8.2% | 9.79 | 61.8% | 5.1% |
| 65Δ | 7.65 | 119.9% | 7.2% | 10.57 | 66.9% | 3.3% |
| 70Δ | 7.18 | 130.7% | 6.3% | 12.30 | 105.3% | 3.7% |
| 75Δ | 6.71 | 141.5% | 5.4% | 14.03 | 143.7% | 4.1% |
| 80Δ | 6.24 | 152.3% | 4.5% | 17.61 | 197.3% | 4.2% |
No recorded observations