Share price$10.60
1D-0.3%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:57:23.941Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15
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 · 2026-10-23T15:57:06.496772707Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.83 | 49.9% | 19.8% | |||
| 25Δ | 9.25 | 48.0% | 16.6% | |||
| 30Δ | 9.68 | 46.1% | 13.4% | |||
| 35Δ | 10.08 | 45.0% | 10.8% | |||
| 40Δ | 10.42 | 46.0% | 9.6% | |||
| 45Δ | 10.76 | 47.1% | 8.5% | |||
| 50Δ | 11.09 | 48.1% | 7.3% | |||
| 55Δ | 11.43 | 49.2% | 6.2% | |||
| 60Δ | 11.77 | 50.2% | 5.0% | |||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
| Date | IV |
|---|---|
| 55.24% |