Share price$10.73
1D-3.2%
Sold putSold callAH
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 2026-10-22T06:28:25.928Z
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 · 2026-10-21T20:00:00.773365106Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.43 | 299.0% | 44.6% | |||
| 25Δ | 8.49 | 240.0% | 35.6% | |||
| 30Δ | 9.30 | 211.0% | 29.1% | |||
| 35Δ | 10.08 | 183.3% | 23.0% | |||
| 40Δ | 16.10 | 238.1% | 63.7% | 10.62 | 163.6% | 18.7% |
| 45Δ | 13.98 | 213.2% | 45.2% | 11.13 | 146.9% | 14.9% |
| 50Δ | 12.42 | 186.5% | 31.5% | 11.57 | 136.9% | 12.2% |
| 55Δ | 11.48 | 175.0% | 24.3% | 12.00 | 126.9% | 9.6% |
| 60Δ | 10.70 | 167.7% | 18.9% | 12.50 | 123.7% | 8.0% |
| 65Δ | 10.03 | 164.5% | 14.8% | 13.00 | 120.6% | 6.3% |
| 70Δ | 9.41 | 162.1% | 11.7% | 13.42 | 114.2% | 5.0% |
| 75Δ | 8.76 | 163.2% | 9.1% | 13.84 | 107.9% | 3.6% |
| 80Δ | 8.04 | 171.2% | 7.3% | 14.87 | 114.0% | 2.7% |
No recorded observations