Share price$9.72
1D+2.3%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T14:14:57.808Z
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 · 2026-10-22T14:14:28.272024512Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.13 | 417.9% | 52.3% | |||
| 25Δ | 7.82 | 345.4% | 43.6% | |||
| 30Δ | 8.31 | 291.7% | 36.2% | |||
| 35Δ | 8.79 | 238.0% | 28.8% | |||
| 40Δ | 9.27 | 184.3% | 21.4% | |||
| 45Δ | 9.76 | 130.6% | 14.0% | |||
| 50Δ | 18.90 | 404.9% | 120.2% | 10.28 | 106.2% | 9.7% |
| 55Δ | 13.80 | 326.0% | 67.6% | 10.84 | 111.4% | 8.6% |
| 60Δ | 11.06 | 264.1% | 39.5% | 11.40 | 116.5% | 7.5% |
| 65Δ | 9.65 | 222.3% | 25.1% | 11.96 | 121.6% | 6.4% |
| 70Δ | 9.08 | 193.1% | 19.3% | 12.61 | 127.0% | 5.3% |
| 75Δ | 8.51 | 163.9% | 13.5% | 15.20 | 138.8% | 4.2% |
| 80Δ | 7.94 | 134.7% | 7.8% | 17.79 | 150.7% | 3.2% |
No recorded observations