Share price$9.74
1D+0.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T07:46:24.777Z
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 · 2026-10-22T00:00:00.144357777Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T07:44:59.055220+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.93 | 73.3% | 24.6% | 8.22 | 81.7% | 18.5% |
| 25Δ | 11.36 | 66.4% | 19.1% | 8.62 | 73.5% | 14.8% |
| 30Δ | 10.91 | 62.1% | 15.1% | 9.02 | 65.9% | 11.4% |
| 35Δ | 10.66 | 62.0% | 13.3% | 9.25 | 65.9% | 10.1% |
| 40Δ | 10.41 | 61.9% | 11.5% | 9.48 | 65.9% | 8.9% |
| 45Δ | 10.16 | 61.8% | 9.7% | 9.71 | 65.9% | 7.6% |
| 50Δ | 9.92 | 61.7% | 8.2% | 9.94 | 65.9% | 6.4% |
| 55Δ | 9.70 | 61.7% | 7.1% | 10.18 | 65.4% | 5.4% |
| 60Δ | 9.49 | 61.6% | 6.1% | 10.42 | 64.6% | 4.5% |
| 65Δ | 9.27 | 61.5% | 5.0% | 10.66 | 63.8% | 3.7% |
| 70Δ | 9.05 | 61.4% | 4.0% | 10.91 | 63.1% | 2.8% |
| 75Δ | 8.76 | 63.2% | 3.2% | 11.31 | 65.6% | 2.1% |
| 80Δ | 8.44 | 65.7% | 2.6% | 11.81 | 70.2% | 1.6% |
No recorded observations