Share price$12.64
1D+4.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:10:26.887Z
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 · 2026-10-22T20:00:00.302856375Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.52 | 129.1% | 50.0% | 9.05 | 153.6% | 33.5% |
| 25Δ | 16.85 | 116.6% | 37.5% | 9.81 | 140.6% | 28.5% |
| 30Δ | 15.68 | 107.1% | 29.0% | 10.58 | 127.7% | 23.5% |
| 35Δ | 14.78 | 97.9% | 22.5% | 11.34 | 114.7% | 18.6% |
| 40Δ | 14.25 | 89.4% | 18.8% | 12.11 | 101.7% | 13.6% |
| 45Δ | 13.73 | 80.8% | 15.1% | 12.86 | 97.5% | 10.5% |
| 50Δ | 13.20 | 72.3% | 11.4% | 13.61 | 102.5% | 9.4% |
| 55Δ | 12.68 | 63.7% | 7.7% | 14.35 | 107.4% | 8.4% |
| 60Δ | 12.21 | 64.4% | 6.0% | 15.10 | 112.4% | 7.3% |
| 65Δ | 11.77 | 69.8% | 5.3% | 15.85 | 117.4% | 6.2% |
| 70Δ | 11.34 | 75.1% | 4.6% | 16.59 | 122.4% | 5.2% |
| 75Δ | 10.90 | 80.5% | 3.9% | 17.34 | 127.4% | 4.1% |
| 80Δ | 10.46 | 85.9% | 3.2% | 24.27 | 201.3% | 4.2% |
No recorded observations