Share price$12.54
1D-17.3%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T18:28:47.033Z
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 · 2026-10-22T18:27:54.958833479Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.41 | 113.4% | 42.0% | 9.94 | 125.4% | 25.5% |
| 25Δ | 16.58 | 115.4% | 36.5% | 10.56 | 122.4% | 22.0% |
| 30Δ | 15.77 | 116.1% | 31.1% | 11.14 | 120.8% | 19.0% |
| 35Δ | 14.99 | 114.1% | 26.0% | 11.68 | 120.3% | 16.6% |
| 40Δ | 14.51 | 121.0% | 24.0% | 12.22 | 119.5% | 14.4% |
| 45Δ | 14.04 | 127.9% | 22.0% | 12.75 | 118.3% | 12.4% |
| 50Δ | 13.41 | 126.3% | 18.6% | 13.33 | 119.6% | 10.7% |
| 55Δ | 12.80 | 121.2% | 15.0% | 13.95 | 123.1% | 9.4% |
| 60Δ | 12.23 | 111.2% | 11.4% | 14.58 | 122.6% | 7.9% |
| 65Δ | 11.71 | 107.1% | 8.9% | 15.18 | 120.5% | 6.4% |
| 70Δ | 11.23 | 106.9% | 7.1% | 15.74 | 115.7% | 4.9% |
| 75Δ | 10.71 | 106.1% | 5.6% | 16.60 | 116.8% | 3.8% |
| 80Δ | 10.15 | 105.0% | 4.4% | 17.85 | 121.9% | 2.8% |
No recorded observations