Share price$10.50
1D-0.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:13:45.713Z
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 · 2026-10-22T15:13:11.715448209Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.32 | 290.9% | 44.3% | |||
| 25Δ | 8.80 | 139.1% | 23.5% | |||
| 30Δ | 9.42 | 113.4% | 18.4% | |||
| 35Δ | 9.89 | 115.8% | 16.7% | |||
| 40Δ | 15.88 | 242.5% | 65.0% | 10.36 | 118.2% | 14.9% |
| 45Δ | 13.62 | 205.7% | 44.0% | 10.83 | 120.6% | 13.2% |
| 50Δ | 11.36 | 124.9% | 19.4% | 11.30 | 123.0% | 11.4% |
| 55Δ | 10.67 | 129.0% | 15.6% | 11.77 | 125.4% | 9.7% |
| 60Δ | 10.27 | 149.2% | 15.6% | 12.19 | 122.7% | 8.0% |
| 65Δ | 9.82 | 162.2% | 14.7% | 12.55 | 115.1% | 6.3% |
| 70Δ | 9.22 | 158.5% | 11.4% | 12.92 | 107.6% | 4.6% |
| 75Δ | 8.54 | 161.1% | 9.0% | 13.80 | 114.2% | 3.7% |
| 80Δ | 7.83 | 167.3% | 7.0% | 16.17 | 144.4% | 3.3% |
No recorded observations