Share price$11.40
1D-1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:11:10.829Z
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 · 2026-10-22T20:21:04.532955397Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.15 | 104.1% | 52.6% | 8.07 | 228.8% | 38.9% |
| 25Δ | 13.69 | 60.8% | 22.2% | 9.05 | 189.5% | 30.6% |
| 30Δ | 19.14 | 213.3% | 76.5% | 10.01 | 151.1% | 22.5% |
| 35Δ | 16.27 | 188.1% | 52.3% | 10.46 | 140.9% | 19.7% |
| 40Δ | 14.65 | 163.6% | 38.6% | 10.90 | 130.7% | 16.8% |
| 45Δ | 14.02 | 151.7% | 33.9% | 11.34 | 120.4% | 14.0% |
| 50Δ | 13.39 | 139.8% | 29.1% | 11.79 | 110.2% | 11.1% |
| 55Δ | 12.76 | 127.9% | 24.4% | 12.23 | 100.0% | 8.3% |
| 60Δ | 12.13 | 116.0% | 19.6% | 12.78 | 95.8% | 6.2% |
| 65Δ | 11.50 | 104.2% | 14.9% | 13.48 | 101.1% | 5.4% |
| 70Δ | 10.87 | 92.3% | 10.1% | 14.19 | 106.4% | 4.5% |
| 75Δ | 10.24 | 80.4% | 5.4% | 14.90 | 111.7% | 3.6% |
| 80Δ | 20.04 | 181.3% | 3.9% | |||
No recorded observations