Share price$10.16
1D-0.1%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T23:50:32.314Z
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 · 2026-10-22T23:00:00.001928513Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.65 | 438.2% | 51.8% | |||
| 25Δ | 7.46 | 341.1% | 40.4% | |||
| 30Δ | 12.52 | 108.0% | 28.3% | 8.27 | 244.0% | 29.1% |
| 35Δ | 14.45 | 189.2% | 51.9% | 9.08 | 146.9% | 17.7% |
| 40Δ | 14.20 | 197.1% | 51.3% | 9.89 | 49.8% | 6.3% |
| 45Δ | 13.09 | 175.4% | 40.9% | 10.92 | 56.1% | 4.9% |
| 50Δ | 11.97 | 153.8% | 30.5% | 11.99 | 78.8% | 5.0% |
| 55Δ | 10.85 | 132.1% | 20.1% | 13.05 | 101.5% | 5.1% |
| 60Δ | 9.76 | 125.8% | 11.9% | 14.12 | 124.2% | 5.2% |
| 65Δ | 8.75 | 168.2% | 10.7% | 15.18 | 146.8% | 5.3% |
| 70Δ | 7.75 | 210.5% | 9.5% | 16.25 | 169.5% | 5.4% |
| 75Δ | 6.74 | 252.9% | 8.4% | 17.31 | 192.2% | 5.5% |
| 80Δ | 5.74 | 295.3% | 7.2% | |||
No recorded observations