Share price$12.69
1D-16.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:54:20.871Z
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 · 2026-10-22T21:39:08.368656596Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.97 | 151.3% | 61.3% | 10.04 | 127.5% | 25.7% |
| 25Δ | 16.86 | 118.2% | 37.1% | 10.67 | 124.2% | 22.2% |
| 30Δ | 15.83 | 112.9% | 30.0% | 11.27 | 120.5% | 19.0% |
| 35Δ | 15.12 | 111.9% | 25.4% | 11.83 | 116.3% | 16.2% |
| 40Δ | 14.57 | 115.3% | 22.7% | 12.40 | 119.5% | 14.3% |
| 45Δ | 14.05 | 119.5% | 20.2% | 12.97 | 126.0% | 13.0% |
| 50Δ | 13.46 | 116.5% | 16.9% | 13.62 | 129.3% | 11.5% |
| 55Δ | 12.87 | 114.5% | 13.8% | 14.23 | 129.0% | 9.8% |
| 60Δ | 12.36 | 118.0% | 12.0% | 14.78 | 123.9% | 8.0% |
| 65Δ | 11.86 | 117.5% | 9.9% | 15.38 | 120.5% | 6.4% |
| 70Δ | 11.41 | 107.9% | 7.5% | 16.05 | 118.7% | 5.0% |
| 75Δ | 10.96 | 99.0% | 5.1% | 17.18 | 124.9% | 4.0% |
| 80Δ | 10.48 | 97.2% | 3.9% | 18.22 | 124.8% | 2.9% |
No recorded observations