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ERock, Inc. EROC

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Market datapartial · fetched 2026-10-22T23:53:03.249Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options 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 data

PriceAlpaca · sip · 2026-10-22T23:00:00.001628253Z

FundamentalsAlpha Vantage · unavailable

Share price$8.28
1D-8.7%
AH$8.14$8.40$8.66$8.92$9.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEROC
Sold putSold callAH

ERock, Inc. options

Live interpolated EROC call and put midpoint premiums by absolute delta.ERock, Inc.$0.00$5.75$11.51$17.26$23.02$2.30$5.64$8.98$12.32$15.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EROC spot · $8.28EROC PRICE$0.50$0.49$0.48$0.53$0.66$0.79$0.92$1.04$1.17$1.30$1.52$1.99$2.47$0.38$0.45$0.52$2.58$4.92$7.27$9.62$11.96$14.31$16.65$19.00$21.34$5.60
PutsExpensive1.53×
CallsExpensive1.15×
SkewBearish+63.01 pp
Implied moveBearish±$10.53
TiltBearish78.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.80292.7%229.6%6.20139.1%29.7%
25Δ20.30222.1%151.0%6.81119.9%23.2%
30Δ13.80151.5%72.4%7.42100.8%16.6%
35Δ9.85110.0%25.4%9.62123.4%15.0%
40Δ9.51109.6%22.8%12.04151.9%14.1%
45Δ9.16109.2%20.1%14.45180.4%13.2%
50Δ8.81108.7%17.4%16.87208.9%12.4%
55Δ8.46108.3%14.8%19.29237.4%11.5%
60Δ8.11107.9%12.1%21.71265.9%10.6%
65Δ7.76107.4%9.5%24.12294.4%9.7%
70Δ7.36110.4%7.2%26.54322.9%8.9%
75Δ6.79123.4%6.1%28.96351.4%8.0%
80Δ6.22136.5%5.0%13.70120.8%2.2%

20Δ

Calls
Pseudo strike
26.80
IV
292.7%
B/E move
229.6%
Puts
Pseudo strike
6.20
IV
139.1%
B/E move
29.7%

25Δ

Calls
Pseudo strike
20.30
IV
222.1%
B/E move
151.0%
Puts
Pseudo strike
6.81
IV
119.9%
B/E move
23.2%

30Δ

Calls
Pseudo strike
13.80
IV
151.5%
B/E move
72.4%
Puts
Pseudo strike
7.42
IV
100.8%
B/E move
16.6%

35Δ

Calls
Pseudo strike
9.85
IV
110.0%
B/E move
25.4%
Puts
Pseudo strike
9.62
IV
123.4%
B/E move
15.0%

40Δ

Calls
Pseudo strike
9.51
IV
109.6%
B/E move
22.8%
Puts
Pseudo strike
12.04
IV
151.9%
B/E move
14.1%

45Δ

Calls
Pseudo strike
9.16
IV
109.2%
B/E move
20.1%
Puts
Pseudo strike
14.45
IV
180.4%
B/E move
13.2%

50Δ

Calls
Pseudo strike
8.81
IV
108.7%
B/E move
17.4%
Puts
Pseudo strike
16.87
IV
208.9%
B/E move
12.4%

55Δ

Calls
Pseudo strike
8.46
IV
108.3%
B/E move
14.8%
Puts
Pseudo strike
19.29
IV
237.4%
B/E move
11.5%

60Δ

Calls
Pseudo strike
8.11
IV
107.9%
B/E move
12.1%
Puts
Pseudo strike
21.71
IV
265.9%
B/E move
10.6%

65Δ

Calls
Pseudo strike
7.76
IV
107.4%
B/E move
9.5%
Puts
Pseudo strike
24.12
IV
294.4%
B/E move
9.7%

70Δ

Calls
Pseudo strike
7.36
IV
110.4%
B/E move
7.2%
Puts
Pseudo strike
26.54
IV
322.9%
B/E move
8.9%

75Δ

Calls
Pseudo strike
6.79
IV
123.4%
B/E move
6.1%
Puts
Pseudo strike
28.96
IV
351.4%
B/E move
8.0%

80Δ

Calls
Pseudo strike
6.22
IV
136.5%
B/E move
5.0%
Puts
Pseudo strike
13.70
IV
120.8%
B/E move
2.2%

Options history

EROC92.2497.22102.202026-10-20: 92.92%2026-10-21: 101.52%Oct 20Oct 21
Table
DateIV
92.92%
101.52%