Share price$10.68
1D-2.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:14:19.943Z
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 · 2026-10-22T20:34:22.533502637Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.48 | 83.7% | 28.5% | 9.05 | 82.3% | 18.2% |
| 25Δ | 12.70 | 75.6% | 21.8% | 9.42 | 77.3% | 15.4% |
| 30Δ | 12.13 | 69.9% | 17.0% | 9.80 | 72.2% | 12.5% |
| 35Δ | 11.78 | 68.6% | 14.5% | 10.12 | 69.4% | 10.4% |
| 40Δ | 11.49 | 68.6% | 12.6% | 10.39 | 68.9% | 9.2% |
| 45Δ | 11.20 | 68.7% | 10.8% | 10.65 | 68.4% | 7.9% |
| 50Δ | 10.91 | 69.1% | 9.2% | 10.91 | 68.0% | 6.6% |
| 55Δ | 10.64 | 70.3% | 8.1% | 11.17 | 67.0% | 5.5% |
| 60Δ | 10.37 | 71.5% | 6.9% | 11.43 | 65.8% | 4.6% |
| 65Δ | 10.10 | 72.7% | 5.8% | 11.69 | 64.5% | 3.7% |
| 70Δ | 9.77 | 75.9% | 4.8% | 11.95 | 63.2% | 2.8% |
| 75Δ | 9.39 | 80.3% | 4.1% | 12.31 | 63.0% | 2.1% |
| 80Δ | 9.01 | 84.7% | 3.3% | 12.69 | 63.0% | 1.5% |
No recorded observations