Share price$11.19
1D-1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:22:16.169Z
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 · 2026-10-23T00:00:00.061115461Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.69 | 84.6% | 33.4% | 9.62 | 73.9% | 16.6% |
| 25Δ | 11.95 | 30.3% | 8.1% | 10.18 | 55.4% | 11.5% |
| 30Δ | 11.83 | 29.4% | 7.3% | 10.44 | 50.0% | 9.4% |
| 35Δ | 11.70 | 28.6% | 6.5% | 10.71 | 44.5% | 7.3% |
| 40Δ | 11.58 | 27.8% | 5.7% | 10.97 | 39.0% | 5.2% |
| 45Δ | 11.45 | 27.0% | 4.9% | 11.18 | 40.4% | 4.6% |
| 50Δ | 11.33 | 26.2% | 4.1% | 11.37 | 42.5% | 4.1% |
| 55Δ | 11.20 | 25.4% | 3.4% | 11.57 | 44.6% | 3.6% |
| 60Δ | 11.08 | 24.6% | 2.6% | 11.77 | 46.8% | 3.2% |
| 65Δ | 10.92 | 25.2% | 2.0% | 11.96 | 48.9% | 2.7% |
| 70Δ | 10.71 | 28.0% | 1.8% | 12.48 | 58.8% | 2.5% |
| 75Δ | 10.51 | 30.8% | 1.5% | 13.08 | 69.7% | 2.3% |
| 80Δ | 10.30 | 33.6% | 1.3% | 13.71 | 74.0% | 1.7% |
No recorded observations