Share price$9.26
1D-2.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:16:10.437Z
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 · 2026-10-22T20:57:03.643028101Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.34 | 68.4% | 24.5% | 7.19 | 131.7% | 27.3% |
| 25Δ | 12.86 | 128.3% | 43.3% | 7.56 | 125.3% | 24.5% |
| 30Δ | 12.36 | 116.7% | 38.1% | 7.93 | 119.0% | 21.7% |
| 35Δ | 11.87 | 105.0% | 32.9% | 8.31 | 112.6% | 18.9% |
| 40Δ | 11.37 | 93.4% | 27.8% | 8.68 | 106.2% | 16.0% |
| 45Δ | 10.87 | 81.7% | 22.6% | 9.05 | 99.8% | 13.2% |
| 50Δ | 10.38 | 70.0% | 17.4% | 9.42 | 93.5% | 10.4% |
| 55Δ | 9.88 | 58.4% | 12.3% | 9.80 | 87.1% | 7.6% |
| 60Δ | 9.38 | 46.7% | 7.1% | 10.19 | 85.6% | 5.7% |
| 65Δ | 10.62 | 90.0% | 4.9% | |||
| 70Δ | 11.20 | 98.7% | 4.2% | |||
| 75Δ | 13.18 | 141.6% | 4.4% | |||
| 80Δ | 15.63 | 170.2% | 3.7% | |||
No recorded observations