Share price$11.56
1D+5.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:40:48.498Z
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 · 2026-10-22T18:38:38.384873242Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 31.15 | 270.1% | 176.7% | 8.08 | 258.4% | 41.6% |
| 25Δ | 37.49 | 349.4% | 234.4% | 9.13 | 210.7% | 32.6% |
| 30Δ | 28.54 | 314.8% | 158.2% | 10.10 | 169.3% | 24.6% |
| 35Δ | 19.44 | 245.6% | 79.9% | 10.66 | 159.4% | 21.4% |
| 40Δ | 16.54 | 213.6% | 55.6% | 11.23 | 149.5% | 18.1% |
| 45Δ | 14.33 | 184.3% | 37.2% | 11.80 | 139.7% | 14.9% |
| 50Δ | 12.91 | 157.9% | 25.4% | 12.36 | 129.8% | 11.7% |
| 55Δ | 12.17 | 140.7% | 19.5% | 13.19 | 129.8% | 9.9% |
| 60Δ | 11.71 | 127.1% | 16.1% | 14.09 | 132.9% | 8.5% |
| 65Δ | 11.25 | 113.5% | 12.6% | 14.99 | 136.0% | 7.2% |
| 70Δ | 10.80 | 99.9% | 9.2% | 15.89 | 139.1% | 5.9% |
| 75Δ | 10.34 | 86.3% | 5.7% | 16.80 | 142.2% | 4.6% |
| 80Δ | 17.50 | 134.6% | 3.0% | |||
No recorded observations