Share price$12.77
1D-1.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:23:19.167Z
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 · 2026-10-22T18:22:33.531222464Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.63 | 85.1% | 20.0% | |||
| 25Δ | 11.07 | 83.7% | 17.6% | |||
| 30Δ | 14.73 | 76.8% | 19.3% | 11.51 | 82.3% | 15.2% |
| 35Δ | 14.35 | 77.4% | 17.3% | 11.95 | 81.0% | 12.8% |
| 40Δ | 13.96 | 78.1% | 15.4% | 12.39 | 79.6% | 10.3% |
| 45Δ | 13.57 | 78.7% | 13.4% | 13.21 | 91.0% | 9.4% |
| 50Δ | 13.18 | 79.3% | 11.5% | 14.16 | 106.5% | 8.9% |
| 55Δ | 12.79 | 80.0% | 9.5% | 15.11 | 122.1% | 8.4% |
| 60Δ | 12.39 | 80.9% | 7.8% | 16.06 | 137.6% | 7.9% |
| 65Δ | 11.94 | 82.6% | 6.7% | 17.01 | 153.2% | 7.5% |
| 70Δ | 11.49 | 84.4% | 5.7% | 16.51 | 127.4% | 5.4% |
| 75Δ | 11.04 | 86.1% | 4.6% | 15.59 | 78.3% | 2.5% |
| 80Δ | 10.58 | 87.8% | 3.6% | 17.81 | 88.6% | 1.9% |
No recorded observations