Share price$10.16
1D-0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:08:12.694Z
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 · 2026-10-22T20:10:00.001432017Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.65 | 437.7% | 51.8% | |||
| 25Δ | 7.46 | 340.7% | 40.4% | |||
| 30Δ | 12.52 | 107.9% | 28.3% | 8.27 | 243.7% | 29.1% |
| 35Δ | 14.45 | 188.9% | 51.9% | 9.08 | 146.7% | 17.7% |
| 40Δ | 14.20 | 196.9% | 51.3% | 9.89 | 49.7% | 6.3% |
| 45Δ | 13.09 | 175.2% | 40.9% | 10.92 | 56.1% | 4.9% |
| 50Δ | 11.97 | 153.6% | 30.5% | 11.99 | 78.8% | 5.0% |
| 55Δ | 10.85 | 131.9% | 20.1% | 13.05 | 101.4% | 5.1% |
| 60Δ | 9.76 | 125.6% | 11.9% | 14.12 | 124.0% | 5.2% |
| 65Δ | 8.75 | 168.0% | 10.7% | 15.18 | 146.7% | 5.3% |
| 70Δ | 7.75 | 210.3% | 9.5% | 16.25 | 169.3% | 5.4% |
| 75Δ | 6.74 | 252.6% | 8.4% | 17.31 | 192.0% | 5.5% |
| 80Δ | 5.74 | 294.9% | 7.2% | |||
No recorded observations