Share price$10.09
1D+5.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:12:00.434Z
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 · 2026-10-22T23:00:00.003786093Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.17 | 156.3% | 64.5% | 8.14 | 118.0% | 23.8% |
| 25Δ | 17.50 | 203.3% | 80.2% | 8.43 | 124.3% | 22.8% |
| 30Δ | 16.34 | 207.4% | 70.3% | 8.88 | 119.5% | 19.8% |
| 35Δ | 11.84 | 94.4% | 22.6% | 9.33 | 114.7% | 16.8% |
| 40Δ | 12.42 | 129.3% | 30.6% | 9.78 | 110.0% | 13.7% |
| 45Δ | 11.72 | 100.7% | 22.7% | 10.20 | 107.1% | 11.4% |
| 50Δ | 11.03 | 72.0% | 14.8% | 10.59 | 106.1% | 9.8% |
| 55Δ | 10.33 | 43.4% | 6.8% | 10.98 | 105.1% | 8.2% |
| 60Δ | 9.85 | 36.5% | 3.2% | 11.40 | 104.4% | 6.9% |
| 65Δ | 9.56 | 49.4% | 3.4% | 11.84 | 103.8% | 5.6% |
| 70Δ | 9.27 | 62.2% | 3.6% | 13.21 | 129.1% | 5.3% |
| 75Δ | 8.97 | 74.5% | 3.8% | 16.05 | 177.1% | 5.4% |
| 80Δ | 8.47 | 78.0% | 3.0% | |||
| Date | IV |
|---|---|
| 55.94% | |
| 56.27% |