Share price$10.89
1D+0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T20:43:06.405Z
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 · 2026-10-23T20:00:00.367829871Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.57 | 124.8% | 55.1% | 7.96 | 157.3% | 32.5% |
| 25Δ | 12.47 | 62.2% | 16.9% | 8.41 | 149.1% | 29.6% |
| 30Δ | 12.22 | 61.5% | 15.5% | 8.85 | 140.9% | 26.7% |
| 35Δ | 11.97 | 60.8% | 14.1% | 9.29 | 132.7% | 23.8% |
| 40Δ | 11.72 | 60.1% | 12.6% | 9.73 | 124.5% | 21.0% |
| 45Δ | 11.47 | 59.4% | 11.2% | 10.17 | 116.3% | 18.1% |
| 50Δ | 11.22 | 58.7% | 9.8% | 10.61 | 108.1% | 15.2% |
| 55Δ | 10.97 | 58.0% | 8.4% | 11.05 | 99.9% | 12.4% |
| 60Δ | 10.72 | 57.3% | 6.9% | 11.49 | 91.7% | 9.5% |
| 65Δ | 10.47 | 56.7% | 5.5% | 11.93 | 83.5% | 6.6% |
| 70Δ | 10.22 | 56.0% | 4.1% | 12.37 | 75.3% | 3.8% |
| 75Δ | 9.91 | 56.9% | 2.8% | 17.83 | 188.0% | 5.6% |
| 80Δ | 9.27 | 67.5% | 2.3% | 19.49 | 188.3% | 4.0% |
| Date | IV |
|---|---|
| 66.35% |