Share price$9.16
1D-5.9%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:06:01.352Z
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 · 2026-10-22T16:05:56.289366771Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.93 | 160.1% | 67.1% | 7.47 | 102.2% | 22.1% |
| 25Δ | 13.42 | 149.7% | 51.7% | 7.99 | 90.6% | 17.1% |
| 30Δ | 11.94 | 130.8% | 36.2% | 8.29 | 90.3% | 15.2% |
| 35Δ | 11.34 | 129.9% | 30.9% | 8.59 | 90.2% | 13.3% |
| 40Δ | 10.71 | 124.1% | 25.2% | 8.90 | 90.1% | 11.4% |
| 45Δ | 10.06 | 111.8% | 18.7% | 9.23 | 93.0% | 10.1% |
| 50Δ | 9.66 | 112.6% | 16.2% | 9.58 | 97.4% | 9.0% |
| 55Δ | 9.29 | 114.6% | 13.9% | 9.94 | 101.8% | 7.9% |
| 60Δ | 8.92 | 116.8% | 11.8% | 10.39 | 105.8% | 6.9% |
| 65Δ | 8.52 | 120.0% | 10.1% | 10.88 | 109.7% | 5.8% |
| 70Δ | 8.13 | 123.3% | 8.4% | 11.46 | 113.2% | 4.8% |
| 75Δ | 7.70 | 124.1% | 6.7% | 12.13 | 116.8% | 3.8% |
| 80Δ | 7.26 | 123.8% | 5.0% | 13.00 | 121.5% | 2.8% |
No recorded observations