Share price$10.45
1D+0.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:25:17.571Z
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 · 2026-10-22T18:25:04.16125018Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.19 | 52.8% | 18.5% | |||
| 25Δ | 11.95 | 52.6% | 16.9% | |||
| 30Δ | 11.71 | 52.4% | 15.3% | |||
| 35Δ | 11.47 | 52.1% | 13.7% | 10.00 | 53.1% | 8.1% |
| 40Δ | 11.22 | 51.9% | 12.1% | 10.32 | 56.8% | 7.4% |
| 45Δ | 10.98 | 51.7% | 10.5% | 10.64 | 60.4% | 6.7% |
| 50Δ | 10.74 | 51.4% | 8.9% | 10.96 | 64.1% | 6.1% |
| 55Δ | 10.50 | 51.2% | 7.3% | 11.28 | 67.7% | 5.4% |
| 60Δ | 10.26 | 50.9% | 5.6% | 11.59 | 71.3% | 4.7% |
| 65Δ | 10.02 | 50.7% | 4.0% | 11.91 | 75.0% | 4.1% |
| 70Δ | 12.23 | 78.6% | 3.4% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations