Share price$8.37
1D-8.7%
Sold putSold callAH
ERock, Inc. EROC
i
Market datapartial · fetched 2026-10-22T22:07:25.842Z
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 · 2026-10-22T21:40:25.997343486Z
FundamentalsAlpha Vantage · unavailable
ERock, Inc. options
PutsFair0.98×
CallsExpensive1.10×
SkewBullish-3.00 pp
Implied moveBearish±$2.06
TiltBearish53.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.80 | 289.6% | 226.1% | 6.28 | 139.3% | 29.6% |
| 25Δ | 20.50 | 221.0% | 150.7% | 6.92 | 119.6% | 22.9% |
| 30Δ | 14.20 | 152.4% | 75.3% | 7.53 | 101.5% | 16.5% |
| 35Δ | 9.89 | 106.4% | 24.3% | 7.82 | 99.7% | 15.0% |
| 40Δ | 9.55 | 105.4% | 21.8% | 8.11 | 97.8% | 13.4% |
| 45Δ | 9.22 | 104.4% | 19.3% | 8.39 | 96.0% | 11.9% |
| 50Δ | 8.88 | 103.5% | 16.7% | 8.68 | 94.1% | 10.3% |
| 55Δ | 8.55 | 102.5% | 14.2% | 8.97 | 92.2% | 8.7% |
| 60Δ | 8.21 | 101.5% | 11.7% | 9.26 | 90.4% | 7.2% |
| 65Δ | 7.88 | 100.6% | 9.2% | 9.55 | 88.5% | 5.6% |
| 70Δ | 7.54 | 99.6% | 6.7% | 9.84 | 86.6% | 4.1% |
| 75Δ | 7.02 | 107.3% | 5.4% | 26.87 | 327.8% | 7.8% |
| 80Δ | 6.47 | 116.3% | 4.4% | 20.62 | 238.0% | 5.1% |
20Δ
- Pseudo strike
- 26.80
- IV
- 289.6%
- B/E move
- 226.1%
- Pseudo strike
- 6.28
- IV
- 139.3%
- B/E move
- 29.6%
25Δ
- Pseudo strike
- 20.50
- IV
- 221.0%
- B/E move
- 150.7%
- Pseudo strike
- 6.92
- IV
- 119.6%
- B/E move
- 22.9%
30Δ
- Pseudo strike
- 14.20
- IV
- 152.4%
- B/E move
- 75.3%
- Pseudo strike
- 7.53
- IV
- 101.5%
- B/E move
- 16.5%
35Δ
- Pseudo strike
- 9.89
- IV
- 106.4%
- B/E move
- 24.3%
- Pseudo strike
- 7.82
- IV
- 99.7%
- B/E move
- 15.0%
40Δ
- Pseudo strike
- 9.55
- IV
- 105.4%
- B/E move
- 21.8%
- Pseudo strike
- 8.11
- IV
- 97.8%
- B/E move
- 13.4%
45Δ
- Pseudo strike
- 9.22
- IV
- 104.4%
- B/E move
- 19.3%
- Pseudo strike
- 8.39
- IV
- 96.0%
- B/E move
- 11.9%
50Δ
- Pseudo strike
- 8.88
- IV
- 103.5%
- B/E move
- 16.7%
- Pseudo strike
- 8.68
- IV
- 94.1%
- B/E move
- 10.3%
55Δ
- Pseudo strike
- 8.55
- IV
- 102.5%
- B/E move
- 14.2%
- Pseudo strike
- 8.97
- IV
- 92.2%
- B/E move
- 8.7%
60Δ
- Pseudo strike
- 8.21
- IV
- 101.5%
- B/E move
- 11.7%
- Pseudo strike
- 9.26
- IV
- 90.4%
- B/E move
- 7.2%
65Δ
- Pseudo strike
- 7.88
- IV
- 100.6%
- B/E move
- 9.2%
- Pseudo strike
- 9.55
- IV
- 88.5%
- B/E move
- 5.6%
70Δ
- Pseudo strike
- 7.54
- IV
- 99.6%
- B/E move
- 6.7%
- Pseudo strike
- 9.84
- IV
- 86.6%
- B/E move
- 4.1%
75Δ
- Pseudo strike
- 7.02
- IV
- 107.3%
- B/E move
- 5.4%
- Pseudo strike
- 26.87
- IV
- 327.8%
- B/E move
- 7.8%
80Δ
- Pseudo strike
- 6.47
- IV
- 116.3%
- B/E move
- 4.4%
- Pseudo strike
- 20.62
- IV
- 238.0%
- B/E move
- 5.1%
Options history
Table
| Date | IV |
|---|---|
| 92.92% | |
| 101.52% |