Share price$9.23
1D-2.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:25:20.651Z
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 · 2026-10-22T18:24:49.119423653Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.79 | 171.3% | 75.4% | 7.24 | 122.4% | 25.7% |
| 25Δ | 12.85 | 128.7% | 43.6% | 7.75 | 98.2% | 19.9% |
| 30Δ | 12.33 | 116.8% | 38.2% | 8.25 | 74.1% | 14.1% |
| 35Δ | 11.82 | 104.8% | 32.9% | 8.76 | 49.9% | 8.3% |
| 40Δ | 11.30 | 92.9% | 27.5% | 9.12 | 43.7% | 5.5% |
| 45Δ | 10.79 | 81.0% | 22.1% | 9.36 | 53.9% | 5.6% |
| 50Δ | 10.27 | 69.0% | 16.7% | 9.59 | 64.2% | 5.6% |
| 55Δ | 9.76 | 57.1% | 11.4% | 9.83 | 74.5% | 5.7% |
| 60Δ | 9.24 | 45.1% | 6.0% | 10.12 | 83.1% | 5.5% |
| 65Δ | 10.54 | 87.1% | 4.7% | |||
| 70Δ | 10.96 | 91.1% | 3.9% | |||
| 75Δ | 12.72 | 130.2% | 4.1% | |||
| 80Δ | 15.40 | 166.7% | 3.7% | |||
No recorded observations