Share price$9.26
1D+1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:09:46.243Z
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 · 2026-10-22T20:00:00.277275855Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.89 | 113.1% | 42.2% | 6.14 | 346.2% | 46.7% |
| 25Δ | 13.99 | 161.6% | 56.8% | 7.36 | 232.3% | 34.0% |
| 30Δ | 14.36 | 183.6% | 62.5% | 8.06 | 211.2% | 29.1% |
| 35Δ | 12.54 | 141.2% | 42.3% | 8.70 | 202.6% | 25.3% |
| 40Δ | 10.72 | 98.8% | 22.2% | 9.33 | 193.9% | 21.4% |
| 45Δ | 9.83 | 81.7% | 13.4% | 9.97 | 185.3% | 17.6% |
| 50Δ | 9.54 | 81.4% | 12.0% | 10.80 | 188.9% | 15.5% |
| 55Δ | 9.26 | 81.1% | 10.6% | 11.64 | 193.1% | 13.5% |
| 60Δ | 8.97 | 80.8% | 9.2% | 12.49 | 197.3% | 11.5% |
| 65Δ | 8.69 | 80.5% | 7.8% | 13.98 | 208.7% | 9.9% |
| 70Δ | 8.40 | 80.2% | 6.4% | 16.76 | 240.4% | 8.7% |
| 75Δ | 8.12 | 79.8% | 5.0% | |||
| 80Δ | 7.83 | 79.5% | 3.7% | |||
| Date | IV |
|---|---|
| 92.59% | |
| 97.01% |