Share price$12.64
1D-1.0%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:08:41.193Z
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 · 2026-10-23T15:07:31.831367738Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.39 | 113.3% | 40.6% | 9.93 | 134.4% | 26.5% |
| 25Δ | 16.30 | 109.2% | 32.9% | 10.64 | 124.4% | 22.0% |
| 30Δ | 15.59 | 110.0% | 28.4% | 11.26 | 121.1% | 18.8% |
| 35Δ | 15.02 | 113.1% | 25.1% | 11.79 | 125.3% | 16.9% |
| 40Δ | 14.51 | 117.5% | 22.7% | 12.30 | 122.6% | 14.6% |
| 45Δ | 14.00 | 122.0% | 20.3% | 12.80 | 115.3% | 12.0% |
| 50Δ | 13.45 | 124.5% | 17.8% | 13.32 | 112.7% | 10.1% |
| 55Δ | 12.90 | 124.6% | 15.1% | 13.86 | 113.2% | 8.6% |
| 60Δ | 12.34 | 113.2% | 11.4% | 14.40 | 112.0% | 7.2% |
| 65Δ | 11.79 | 108.9% | 8.7% | 14.94 | 110.2% | 5.8% |
| 70Δ | 11.26 | 116.0% | 7.6% | 15.58 | 109.3% | 4.6% |
| 75Δ | 10.68 | 120.9% | 6.3% | 16.37 | 110.9% | 3.6% |
| 80Δ | 10.07 | 123.8% | 4.8% | 17.82 | 121.0% | 2.7% |
No recorded observations