Share price$12.26
1D-0.5%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:05:36.792Z
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 · 2026-10-23T19:05:22.01208778Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | 12.35 | 109.2% | 12.7% | |||
| 60Δ | 11.78 | 121.0% | 11.6% | |||
| 65Δ | 11.21 | 132.9% | 10.5% | |||
| 70Δ | 10.63 | 144.7% | 9.5% | |||
| 75Δ | 10.06 | 156.6% | 8.4% | |||
| 80Δ | 9.21 | 163.1% | 6.7% | |||
No recorded observations