Share price$9.93
1D+3.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:39:58.687Z
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 · 2026-10-22T16:39:02.227010874Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.71 | 150.0% | 62.4% | 8.55 | 75.2% | 16.4% |
| 25Δ | 17.50 | 207.0% | 83.2% | 8.33 | 121.0% | 22.3% |
| 30Δ | 16.30 | 210.9% | 72.8% | 8.75 | 117.1% | 19.5% |
| 35Δ | 12.53 | 136.8% | 33.7% | 9.18 | 113.2% | 16.7% |
| 40Δ | 12.14 | 125.5% | 29.8% | 9.60 | 109.3% | 13.9% |
| 45Δ | 11.19 | 89.3% | 19.0% | 10.03 | 105.8% | 11.2% |
| 50Δ | 10.23 | 53.0% | 8.2% | 10.45 | 107.7% | 9.9% |
| 55Δ | 9.80 | 52.6% | 5.5% | 10.87 | 109.6% | 8.5% |
| 60Δ | 9.54 | 63.8% | 5.5% | 11.24 | 107.1% | 7.1% |
| 65Δ | 9.28 | 75.0% | 5.5% | 11.60 | 102.4% | 5.7% |
| 70Δ | 9.02 | 86.2% | 5.5% | 11.95 | 97.8% | 4.2% |
| 75Δ | 8.52 | 93.2% | 4.7% | 14.70 | 154.0% | 4.8% |
| 80Δ | 8.00 | 100.0% | 3.8% | |||
| Date | IV |
|---|---|
| 55.94% | |
| 56.27% |