Share price$12.38
1D+0.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:28:34.482Z
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 · 2026-10-22T16:26:48.548263917Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.42 | 107.1% | 28.6% | |||
| 25Δ | 10.03 | 105.2% | 25.0% | |||
| 30Δ | 10.63 | 103.3% | 21.4% | |||
| 35Δ | 18.50 | 185.0% | 58.4% | 11.24 | 101.4% | 17.8% |
| 40Δ | 16.96 | 162.7% | 46.5% | 11.84 | 99.5% | 14.2% |
| 45Δ | 15.43 | 140.4% | 34.5% | 12.45 | 97.5% | 10.6% |
| 50Δ | 13.90 | 118.1% | 22.6% | 12.82 | 93.7% | 9.2% |
| 55Δ | 12.46 | 97.6% | 11.6% | 13.16 | 89.6% | 7.9% |
| 60Δ | 12.04 | 96.0% | 10.0% | 13.51 | 85.5% | 6.7% |
| 65Δ | 11.61 | 94.4% | 8.5% | 13.86 | 81.4% | 5.5% |
| 70Δ | 11.19 | 92.9% | 6.9% | 14.21 | 77.3% | 4.2% |
| 75Δ | 10.76 | 91.3% | 5.4% | 14.56 | 73.2% | 3.0% |
| 80Δ | 10.34 | 89.7% | 3.8% | 14.90 | 69.1% | 1.8% |
No recorded observations