Share price$12.03
1D+1.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T10:29:34.315Z
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 · 2026-10-21T20:00:01.35574589Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.20 | 86.3% | 18.9% | |||
| 25Δ | 10.63 | 94.9% | 17.7% | |||
| 30Δ | 22.11 | 243.9% | 93.4% | 11.07 | 103.5% | 16.6% |
| 35Δ | 17.19 | 184.6% | 52.2% | 11.51 | 112.0% | 15.5% |
| 40Δ | 15.00 | 128.2% | 32.3% | 11.94 | 120.6% | 14.4% |
| 45Δ | 12.82 | 71.9% | 12.5% | 12.38 | 129.2% | 13.2% |
| 50Δ | 12.16 | 70.5% | 9.0% | 13.10 | 132.6% | 11.9% |
| 55Δ | 11.76 | 78.7% | 8.3% | 13.92 | 134.1% | 10.4% |
| 60Δ | 11.36 | 86.9% | 7.6% | 14.74 | 135.6% | 8.9% |
| 65Δ | 10.96 | 95.1% | 7.0% | 15.57 | 137.1% | 7.4% |
| 70Δ | 10.57 | 103.3% | 6.3% | 16.39 | 138.6% | 6.0% |
| 75Δ | 10.17 | 111.5% | 5.6% | 17.22 | 140.1% | 4.5% |
| 80Δ | 9.42 | 126.2% | 4.8% | 22.62 | 190.4% | 4.0% |
No recorded observations