Share price$10.63
1D-1.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:49:23.082Z
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 · 2026-10-22T14:48:32.866829778Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.46 | 84.2% | 28.9% | 8.96 | 85.3% | 18.8% |
| 25Δ | 12.71 | 77.2% | 22.5% | 9.36 | 79.5% | 15.7% |
| 30Δ | 12.19 | 73.2% | 18.2% | 9.74 | 74.4% | 12.8% |
| 35Δ | 11.81 | 72.2% | 15.5% | 10.09 | 71.5% | 10.5% |
| 40Δ | 11.51 | 72.9% | 13.6% | 10.38 | 73.2% | 9.4% |
| 45Δ | 11.21 | 73.6% | 11.8% | 10.66 | 74.9% | 8.2% |
| 50Δ | 10.92 | 74.0% | 10.1% | 10.94 | 76.6% | 7.1% |
| 55Δ | 10.64 | 73.6% | 8.7% | 11.26 | 77.1% | 6.1% |
| 60Δ | 10.36 | 73.2% | 7.4% | 11.58 | 77.3% | 5.1% |
| 65Δ | 10.08 | 72.8% | 6.0% | 11.91 | 77.5% | 4.1% |
| 70Δ | 9.76 | 74.1% | 5.0% | 12.28 | 76.9% | 3.2% |
| 75Δ | 9.42 | 76.2% | 4.1% | 12.67 | 76.2% | 2.4% |
| 80Δ | 9.08 | 78.2% | 3.2% | 13.10 | 75.8% | 1.6% |
No recorded observations