Share price$10.05
1D
Price history unavailable.
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Market datapartial · fetched 2026-10-22T12:24:06.794Z
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 · 2026-10-22T11:00:09.316315661Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.82 | 185.4% | 110.7% | 8.25 | 70.8% | 19.7% |
| 25Δ | 19.28 | 164.0% | 95.6% | 8.61 | 62.5% | 16.4% |
| 30Δ | 17.75 | 142.5% | 80.4% | 8.96 | 54.2% | 13.1% |
| 35Δ | 16.22 | 121.1% | 65.2% | 9.32 | 45.9% | 9.8% |
| 40Δ | 14.68 | 99.6% | 50.1% | 9.68 | 37.6% | 6.5% |
| 45Δ | 13.15 | 78.1% | 34.9% | 10.13 | 32.3% | 3.5% |
| 50Δ | 11.62 | 56.7% | 19.7% | 11.44 | 54.5% | 3.5% |
| 55Δ | 10.08 | 35.2% | 4.6% | 12.76 | 76.7% | 3.5% |
| 60Δ | 9.35 | 59.7% | 3.7% | 14.08 | 98.9% | 3.5% |
| 65Δ | 8.67 | 86.9% | 3.7% | 15.40 | 121.1% | 3.5% |
| 70Δ | 7.99 | 114.0% | 3.6% | 16.71 | 143.3% | 3.5% |
| 75Δ | 7.30 | 141.2% | 3.6% | 18.03 | 165.5% | 3.5% |
| 80Δ | 6.62 | 168.3% | 3.6% | 19.35 | 187.7% | 3.5% |
No recorded observations