Share price$11.25
1D-0.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-24T04:30:37.317Z
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 · 2026-10-24T00:00:00.080162207Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:30:37.737520+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.31 | 128.6% | 48.3% | 8.86 | 119.4% | 25.1% |
| 25Δ | 14.50 | 106.0% | 32.6% | 9.76 | 92.9% | 17.4% |
| 30Δ | 13.69 | 97.9% | 26.1% | 10.26 | 86.0% | 14.3% |
| 35Δ | 12.89 | 89.8% | 19.6% | 10.60 | 86.1% | 12.9% |
| 40Δ | 12.31 | 87.2% | 15.6% | 10.95 | 86.3% | 11.5% |
| 45Δ | 11.94 | 89.7% | 14.1% | 11.30 | 86.4% | 10.0% |
| 50Δ | 11.58 | 92.1% | 12.6% | 11.64 | 86.6% | 8.6% |
| 55Δ | 11.21 | 94.5% | 11.1% | 11.99 | 86.7% | 7.2% |
| 60Δ | 10.85 | 97.0% | 9.5% | 12.34 | 86.8% | 5.8% |
| 65Δ | 10.48 | 99.4% | 8.0% | 12.73 | 85.7% | 4.7% |
| 70Δ | 10.12 | 101.9% | 6.5% | 13.18 | 83.5% | 3.8% |
| 75Δ | 9.52 | 110.3% | 5.4% | 13.62 | 81.2% | 3.0% |
| 80Δ | 8.81 | 121.7% | 4.4% | 14.07 | 79.0% | 2.2% |
| Date | IV |
|---|---|
| 76.38% | |
| 82.70% | |
| 80.29% | |
| 85.16% | |
| 83.36% | |
| 88.55% | |
| 85.24% | |
| 84.04% | |
| 84.86% | |
| 83.73% | |
| 75.50% | |
| 90.40% | |
| 63.43% | |
| 70.09% | |
| 70.21% | |
| 68.26% | |
| 67.09% | |
| 65.36% | |
| 68.74% | |
| 94.44% | |
| 98.84% | |
| 79.76% | |
| 74.68% | |
| 68.52% | |
| 71.33% | |
| 69.09% | |
| 68.72% | |
| 71.42% | |
| 73.26% | |
| 70.25% | |
| 69.59% | |
| 74.34% | |
| 80.39% | |
| 67.24% | |
| 68.87% | |
| 68.67% | |
| 64.03% | |
| 72.49% | |
| 73.14% |