Share price$11.34
1D-1.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:41:08.626Z
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 · 2026-10-22T18:40:44.824266903Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.96 | 102.8% | 51.7% | 8.03 | 228.7% | 38.9% |
| 25Δ | 13.38 | 58.2% | 20.0% | 8.99 | 190.1% | 30.7% |
| 30Δ | 19.23 | 216.9% | 78.3% | 9.95 | 151.5% | 22.6% |
| 35Δ | 16.24 | 189.1% | 52.8% | 10.41 | 140.0% | 19.6% |
| 40Δ | 10.84 | 129.9% | 16.8% | |||
| 45Δ | 11.26 | 119.8% | 14.0% | |||
| 50Δ | 11.69 | 109.7% | 11.3% | |||
| 55Δ | 12.12 | 99.6% | 8.5% | |||
| 60Δ | 12.58 | 91.3% | 6.0% | |||
| 65Δ | 13.27 | 96.0% | 5.1% | |||
| 70Δ | 13.96 | 100.6% | 4.3% | |||
| 75Δ | 14.64 | 105.3% | 3.4% | |||
| 80Δ | 18.16 | 154.9% | 3.4% | |||
No recorded observations