Share price$11.70
1D
Price history unavailable.
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Market datapartial · fetched 2026-10-23T10:06:53.945Z
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 · 2026-10-23T08:19:45.550884902Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 9.40 | 278.6% | 38.0% | |||
| 30Δ | 15.57 | 139.9% | 39.3% | 10.39 | 256.8% | 32.2% |
| 35Δ | 17.88 | 218.1% | 63.5% | 11.15 | 218.6% | 25.6% |
| 40Δ | 16.87 | 228.9% | 57.5% | 11.77 | 189.1% | 20.4% |
| 45Δ | 16.45 | 255.9% | 57.6% | 12.25 | 165.3% | 16.2% |
| 50Δ | 16.03 | 283.0% | 57.7% | 12.66 | 145.2% | 12.7% |
| 55Δ | 13.50 | 239.2% | 36.5% | 13.03 | 126.4% | 9.6% |
| 60Δ | 11.87 | 195.4% | 22.4% | 13.21 | 114.6% | 8.0% |
| 65Δ | 10.94 | 163.1% | 14.5% | 13.40 | 102.8% | 6.4% |
| 70Δ | 10.34 | 147.4% | 10.5% | 13.58 | 91.0% | 4.8% |
| 75Δ | 9.72 | 140.2% | 7.4% | 13.77 | 79.2% | 3.3% |
| 80Δ | 9.07 | 144.7% | 5.7% | 13.95 | 67.4% | 1.7% |
| Date | IV |
|---|---|
| 126.48% | |
| 133.82% |