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ERock, Inc. EROC

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Market datapartial · fetched 2026-10-23T04:23:50.224Z

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$23.01$2.29$5.63$8.97$12.32$15.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EROC spot · $8.28EROC PRICE$0.50$0.49$0.48$0.53$0.66$0.79$0.92$1.05$1.17$1.30$1.52$2.00$2.47$0.38$0.45$0.52$2.57$4.92$7.26$9.61$11.95$14.30$16.64$18.99$21.33$5.53
PutsExpensive1.53×
CallsExpensive1.16×
SkewBearish+62.49 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
20Δ26.80293.9%229.6%6.20140.2%29.7%
25Δ20.30223.6%151.0%6.81121.4%23.2%
30Δ13.80153.3%72.4%7.42102.5%16.6%
35Δ9.85112.0%25.4%9.61124.9%15.0%
40Δ9.51111.6%22.7%12.03153.4%14.1%
45Δ9.16111.1%20.1%14.45181.8%13.2%
50Δ8.81110.7%17.4%16.87210.2%12.4%
55Δ8.46110.3%14.8%19.28238.7%11.5%
60Δ8.11109.8%12.1%21.70267.1%10.6%
65Δ7.76109.4%9.5%24.12295.5%9.7%
70Δ7.36112.3%7.2%26.54324.0%8.9%
75Δ6.79125.0%6.1%28.95352.4%8.0%
80Δ6.22137.8%5.0%13.63121.1%2.2%

20Δ

Calls
Pseudo strike
26.80
IV
293.9%
B/E move
229.6%
Puts
Pseudo strike
6.20
IV
140.2%
B/E move
29.7%

25Δ

Calls
Pseudo strike
20.30
IV
223.6%
B/E move
151.0%
Puts
Pseudo strike
6.81
IV
121.4%
B/E move
23.2%

30Δ

Calls
Pseudo strike
13.80
IV
153.3%
B/E move
72.4%
Puts
Pseudo strike
7.42
IV
102.5%
B/E move
16.6%

35Δ

Calls
Pseudo strike
9.85
IV
112.0%
B/E move
25.4%
Puts
Pseudo strike
9.61
IV
124.9%
B/E move
15.0%

40Δ

Calls
Pseudo strike
9.51
IV
111.6%
B/E move
22.7%
Puts
Pseudo strike
12.03
IV
153.4%
B/E move
14.1%

45Δ

Calls
Pseudo strike
9.16
IV
111.1%
B/E move
20.1%
Puts
Pseudo strike
14.45
IV
181.8%
B/E move
13.2%

50Δ

Calls
Pseudo strike
8.81
IV
110.7%
B/E move
17.4%
Puts
Pseudo strike
16.87
IV
210.2%
B/E move
12.4%

55Δ

Calls
Pseudo strike
8.46
IV
110.3%
B/E move
14.8%
Puts
Pseudo strike
19.28
IV
238.7%
B/E move
11.5%

60Δ

Calls
Pseudo strike
8.11
IV
109.8%
B/E move
12.1%
Puts
Pseudo strike
21.70
IV
267.1%
B/E move
10.6%

65Δ

Calls
Pseudo strike
7.76
IV
109.4%
B/E move
9.5%
Puts
Pseudo strike
24.12
IV
295.5%
B/E move
9.7%

70Δ

Calls
Pseudo strike
7.36
IV
112.3%
B/E move
7.2%
Puts
Pseudo strike
26.54
IV
324.0%
B/E move
8.9%

75Δ

Calls
Pseudo strike
6.79
IV
125.0%
B/E move
6.1%
Puts
Pseudo strike
28.95
IV
352.4%
B/E move
8.0%

80Δ

Calls
Pseudo strike
6.22
IV
137.8%
B/E move
5.0%
Puts
Pseudo strike
13.63
IV
121.1%
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%