Share price$12.39
1D+0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:20:02.882Z
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 · 2026-10-22T23:00:00.00147738Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.34 | 58.5% | 18.9% | |||
| 25Δ | 14.07 | 64.2% | 17.8% | 10.08 | 166.8% | 27.6% |
| 30Δ | 13.81 | 69.8% | 16.8% | 10.68 | 149.9% | 23.4% |
| 35Δ | 13.54 | 75.4% | 15.7% | 11.28 | 133.0% | 19.1% |
| 40Δ | 13.28 | 81.1% | 14.7% | 11.87 | 116.1% | 14.9% |
| 45Δ | 13.01 | 86.7% | 13.6% | 12.47 | 99.2% | 10.6% |
| 50Δ | 12.75 | 92.3% | 12.6% | 12.86 | 94.9% | 9.2% |
| 55Δ | 12.48 | 97.5% | 11.5% | 13.23 | 91.3% | 7.9% |
| 60Δ | 12.06 | 95.3% | 10.0% | 13.61 | 87.7% | 6.7% |
| 65Δ | 11.65 | 93.0% | 8.4% | 13.98 | 84.1% | 5.4% |
| 70Δ | 11.24 | 90.7% | 6.9% | 14.35 | 80.5% | 4.1% |
| 75Δ | 10.83 | 88.5% | 5.4% | 14.73 | 76.9% | 2.9% |
| 80Δ | 10.41 | 86.2% | 3.8% | 15.74 | 84.4% | 1.9% |
No recorded observations