Share price$10.85
1D+0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:45:38.233Z
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 · 2026-10-22T20:00:00.768393257Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.34 | 184.2% | 82.8% | 8.18 | 152.9% | 30.5% |
| 25Δ | 14.98 | 131.4% | 42.7% | 8.84 | 143.5% | 25.9% |
| 30Δ | 14.40 | 126.6% | 38.5% | 9.50 | 134.2% | 21.3% |
| 35Δ | 13.82 | 121.8% | 34.3% | 10.07 | 125.3% | 17.3% |
| 40Δ | 13.24 | 116.9% | 30.0% | 10.38 | 117.7% | 15.4% |
| 45Δ | 12.66 | 112.1% | 25.8% | 10.70 | 110.2% | 13.4% |
| 50Δ | 12.07 | 107.2% | 21.5% | 11.01 | 102.7% | 11.5% |
| 55Δ | 11.49 | 102.4% | 17.3% | 11.32 | 95.2% | 9.6% |
| 60Δ | 10.91 | 97.6% | 13.1% | 11.63 | 87.7% | 7.7% |
| 65Δ | 10.33 | 92.7% | 8.8% | 11.95 | 80.2% | 5.7% |
| 70Δ | 9.78 | 91.2% | 6.0% | 12.26 | 72.7% | 3.8% |
| 75Δ | 9.26 | 94.1% | 5.0% | 12.64 | 66.9% | 2.2% |
| 80Δ | 8.75 | 96.9% | 3.9% | 13.25 | 67.1% | 1.6% |
No recorded observations