Share price$11.14
1D-0.2%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:39:09.861Z
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 · 2026-10-23T17:38:48.563784326Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.60 | 38.2% | 14.1% | |||
| 25Δ | 11.88 | 29.1% | 7.9% | |||
| 30Δ | 11.76 | 28.8% | 7.1% | |||
| 35Δ | 11.63 | 28.5% | 6.4% | |||
| 40Δ | 11.50 | 28.3% | 5.6% | |||
| 45Δ | 11.37 | 28.0% | 4.8% | 11.11 | 40.6% | 4.6% |
| 50Δ | 11.25 | 27.7% | 4.1% | 11.31 | 42.5% | 4.1% |
| 55Δ | 11.12 | 27.4% | 3.3% | 11.51 | 44.5% | 3.6% |
| 60Δ | 11.70 | 46.4% | 3.1% | |||
| 65Δ | 11.90 | 48.4% | 2.6% | |||
| 70Δ | 12.35 | 57.1% | 2.4% | |||
| 75Δ | 13.13 | 73.9% | 2.4% | |||
| 80Δ | 15.26 | 111.1% | 2.6% | |||
No recorded observations