Share price$10.00
1D+0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:10:44.231Z
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 · 2026-10-22T20:10:00.002909055Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.37 | 54.8% | 17.6% | |||
| 25Δ | 17.80 | 206.4% | 84.8% | 8.68 | 49.9% | 14.9% |
| 30Δ | 17.12 | 215.3% | 79.5% | 8.98 | 44.9% | 12.2% |
| 35Δ | 15.59 | 176.3% | 63.2% | 9.28 | 39.9% | 9.5% |
| 40Δ | 14.05 | 137.3% | 47.0% | 9.59 | 34.9% | 6.7% |
| 45Δ | 12.52 | 98.3% | 30.7% | 9.89 | 29.9% | 4.0% |
| 50Δ | 10.98 | 59.3% | 14.4% | 10.23 | 32.8% | 2.9% |
| 55Δ | 9.89 | 36.2% | 3.9% | 10.60 | 40.4% | 2.7% |
| 60Δ | 9.57 | 41.5% | 3.5% | 10.97 | 47.9% | 2.5% |
| 65Δ | 9.25 | 46.9% | 3.1% | 11.34 | 55.5% | 2.3% |
| 70Δ | 8.94 | 52.3% | 2.7% | 11.70 | 63.0% | 2.1% |
| 75Δ | 8.62 | 57.6% | 2.3% | 12.07 | 70.6% | 2.0% |
| 80Δ | 8.30 | 63.0% | 2.0% | 12.44 | 78.1% | 1.8% |
No recorded observations