Share price$12.73
1D-16.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:01:50.162Z
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 · 2026-10-22T20:56:18.162025205Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.98 | 150.6% | 60.9% | 10.06 | 128.1% | 25.8% |
| 25Δ | 16.88 | 117.3% | 36.8% | 10.70 | 124.9% | 22.3% |
| 30Δ | 15.85 | 111.9% | 29.6% | 11.30 | 121.2% | 19.1% |
| 35Δ | 15.13 | 110.9% | 25.2% | 11.87 | 117.1% | 16.2% |
| 40Δ | 14.58 | 114.0% | 22.4% | 12.44 | 121.2% | 14.5% |
| 45Δ | 14.07 | 118.1% | 19.9% | 13.02 | 127.7% | 13.1% |
| 50Δ | 13.48 | 115.3% | 16.7% | 13.69 | 131.0% | 11.6% |
| 55Δ | 12.90 | 112.7% | 13.6% | 14.29 | 130.0% | 9.9% |
| 60Δ | 12.39 | 116.0% | 11.7% | 14.85 | 125.0% | 8.0% |
| 65Δ | 11.90 | 116.2% | 9.8% | 15.48 | 122.2% | 6.5% |
| 70Δ | 11.46 | 106.7% | 7.4% | 16.26 | 122.4% | 5.1% |
| 75Δ | 11.03 | 97.1% | 5.0% | 17.37 | 127.5% | 4.1% |
| 80Δ | 10.56 | 94.2% | 3.7% | 18.53 | 128.7% | 3.0% |
No recorded observations