Share price$9.68
1D+1.7%
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 2026-10-22T18:25:08.343Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T18:23:19.592223093Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | 10.20 | 168.1% | 23.9% | |||
| 45Δ | 10.78 | 159.8% | 21.3% | |||
| 50Δ | 11.35 | 151.6% | 18.8% | |||
| 55Δ | 11.93 | 143.4% | 16.2% | |||
| 60Δ | 12.51 | 135.2% | 13.6% | |||
| 65Δ | 13.09 | 126.9% | 11.0% | |||
| 70Δ | 13.66 | 118.7% | 8.4% | |||
| 75Δ | 14.24 | 110.5% | 5.8% | |||
| 80Δ | 14.82 | 102.2% | 3.2% | |||
No recorded observations