Share price$12.77
1D-2.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:50:53.926Z
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 · 2026-10-22T23:35:08.052662008Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.83 | 101.5% | 35.6% | 10.63 | 85.5% | 20.1% |
| 25Δ | 16.44 | 111.9% | 34.1% | 11.07 | 84.5% | 17.7% |
| 30Δ | 16.06 | 122.4% | 32.6% | 11.51 | 83.4% | 15.3% |
| 35Δ | 15.67 | 132.8% | 31.1% | 11.95 | 82.4% | 12.9% |
| 40Δ | 15.29 | 143.2% | 29.5% | 12.39 | 81.3% | 10.5% |
| 45Δ | 14.79 | 145.1% | 26.7% | 13.21 | 92.6% | 9.6% |
| 50Δ | 13.96 | 122.3% | 20.0% | 14.16 | 107.9% | 9.0% |
| 55Δ | 13.13 | 99.5% | 13.3% | 15.11 | 123.2% | 8.5% |
| 60Δ | 12.39 | 82.7% | 8.0% | 16.06 | 138.5% | 8.0% |
| 65Δ | 11.92 | 84.8% | 6.9% | 17.01 | 153.8% | 7.5% |
| 70Δ | 11.46 | 86.8% | 5.8% | 16.52 | 127.9% | 5.4% |
| 75Δ | 11.00 | 88.8% | 4.7% | 15.58 | 78.3% | 2.5% |
| 80Δ | 10.54 | 90.9% | 3.7% | 17.80 | 88.6% | 1.9% |
No recorded observations