Share price$10.45
1D-2.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:17:26.930Z
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 · 2026-10-22T21:01:39.166449074Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.83 | 74.8% | 24.9% | 8.69 | 91.3% | 20.0% |
| 25Δ | 12.37 | 73.6% | 21.1% | 9.17 | 83.9% | 16.3% |
| 30Δ | 11.93 | 73.0% | 17.7% | 9.51 | 79.7% | 13.8% |
| 35Δ | 11.64 | 74.5% | 15.9% | 9.86 | 75.4% | 11.3% |
| 40Δ | 11.34 | 76.0% | 14.0% | 10.16 | 73.5% | 9.6% |
| 45Δ | 11.04 | 77.5% | 12.2% | 10.44 | 73.1% | 8.3% |
| 50Δ | 10.74 | 79.4% | 10.8% | 10.71 | 72.8% | 7.1% |
| 55Δ | 10.45 | 81.3% | 9.4% | 10.98 | 72.4% | 5.8% |
| 60Δ | 10.15 | 83.2% | 8.1% | 11.28 | 71.5% | 4.9% |
| 65Δ | 9.83 | 84.8% | 6.8% | 11.57 | 70.6% | 4.0% |
| 70Δ | 9.48 | 86.2% | 5.7% | 11.86 | 69.7% | 3.1% |
| 75Δ | 9.14 | 87.5% | 4.5% | 12.21 | 68.9% | 2.3% |
| 80Δ | 8.69 | 91.4% | 3.5% | 12.61 | 68.2% | 1.6% |
No recorded observations