Share price$12.83
1D-1.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:37:27.430Z
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 · 2026-10-22T16:33:24.992677109Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.10 | 78.3% | 27.8% | 10.66 | 86.2% | 20.2% |
| 25Δ | 15.29 | 75.9% | 22.1% | 11.11 | 84.9% | 17.8% |
| 30Δ | 14.76 | 75.3% | 18.8% | 11.56 | 83.7% | 15.3% |
| 35Δ | 14.37 | 75.7% | 16.9% | 12.01 | 82.4% | 12.8% |
| 40Δ | 13.99 | 76.2% | 15.0% | 12.46 | 81.2% | 10.4% |
| 45Δ | 13.61 | 76.6% | 13.1% | 13.32 | 93.4% | 9.6% |
| 50Δ | 13.23 | 77.1% | 11.2% | 14.22 | 106.9% | 9.0% |
| 55Δ | 12.85 | 77.5% | 9.3% | 15.11 | 120.4% | 8.4% |
| 60Δ | 12.46 | 78.0% | 7.5% | 16.01 | 133.9% | 7.8% |
| 65Δ | 12.02 | 79.6% | 6.5% | 16.91 | 147.5% | 7.3% |
| 70Δ | 11.57 | 81.1% | 5.5% | 16.25 | 117.8% | 5.0% |
| 75Δ | 11.13 | 82.6% | 4.5% | |||
| 80Δ | 10.68 | 84.2% | 3.4% | |||
No recorded observations