Share price$11.03
1D
Price history unavailable.
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Market datapartial · fetched 2026-10-22T09:18:56.287Z
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 · 2026-10-22T08:02:47.733205926Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.91 | 83.3% | 28.4% | 9.42 | 74.7% | 17.2% |
| 25Δ | 13.29 | 81.1% | 23.6% | 9.96 | 63.1% | 12.6% |
| 30Δ | 12.83 | 82.1% | 20.3% | 10.23 | 59.7% | 10.8% |
| 35Δ | 12.50 | 85.9% | 18.6% | 10.48 | 56.9% | 9.1% |
| 40Δ | 12.18 | 89.8% | 16.8% | 10.73 | 54.2% | 7.5% |
| 45Δ | 11.83 | 92.3% | 14.9% | 10.97 | 51.4% | 5.9% |
| 50Δ | 11.46 | 93.4% | 13.0% | 11.14 | 49.0% | 5.0% |
| 55Δ | 11.09 | 94.4% | 11.1% | 11.30 | 46.7% | 4.3% |
| 60Δ | 10.69 | 100.5% | 9.8% | 11.46 | 44.3% | 3.5% |
| 65Δ | 10.27 | 108.0% | 8.8% | 11.62 | 42.0% | 2.8% |
| 70Δ | 9.80 | 117.9% | 7.8% | 11.77 | 39.6% | 2.0% |
| 75Δ | 9.20 | 132.7% | 7.0% | 11.93 | 37.3% | 1.3% |
| 80Δ | 8.39 | 156.5% | 6.3% | |||
No recorded observations