Share price$11.28
1D-1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:59:47.687Z
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 · 2026-10-22T22:30:00.002803794Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.76 | 102.0% | 50.8% | 7.99 | 229.7% | 38.9% |
| 25Δ | 13.05 | 55.8% | 17.7% | 8.93 | 191.5% | 30.9% |
| 30Δ | 19.30 | 220.9% | 79.9% | 9.88 | 153.4% | 22.8% |
| 35Δ | 16.21 | 191.1% | 53.4% | 10.36 | 139.7% | 19.4% |
| 40Δ | 14.60 | 166.9% | 39.7% | 10.77 | 129.7% | 16.8% |
| 45Δ | 13.92 | 154.8% | 34.5% | 11.19 | 119.7% | 14.1% |
| 50Δ | 13.24 | 142.7% | 29.3% | 11.60 | 109.8% | 11.4% |
| 55Δ | 12.56 | 130.6% | 24.1% | 12.01 | 99.8% | 8.7% |
| 60Δ | 11.88 | 118.4% | 19.0% | 12.43 | 89.8% | 6.1% |
| 65Δ | 11.20 | 106.3% | 13.8% | 13.05 | 91.3% | 4.9% |
| 70Δ | 10.52 | 94.2% | 8.6% | 13.71 | 95.1% | 4.1% |
| 75Δ | 9.88 | 84.4% | 4.4% | 14.38 | 99.0% | 3.3% |
| 80Δ | 9.36 | 82.4% | 3.5% | 15.56 | 111.6% | 2.6% |
No recorded observations