Share price$11.20
1D-2.1%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T23:06:22.691Z
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 · 2026-10-22T22:56:44.615851841Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.08 | 83.3% | 28.1% | 9.45 | 83.4% | 18.7% |
| 25Δ | 13.35 | 76.7% | 22.1% | 9.82 | 85.5% | 16.5% |
| 30Δ | 12.80 | 72.9% | 17.9% | 10.18 | 86.3% | 14.5% |
| 35Δ | 12.44 | 72.4% | 15.5% | 10.53 | 85.9% | 12.7% |
| 40Δ | 12.08 | 71.8% | 13.0% | 10.88 | 85.6% | 10.9% |
| 45Δ | 11.77 | 75.6% | 11.7% | 11.27 | 89.7% | 9.7% |
| 50Δ | 11.48 | 80.6% | 10.8% | 11.70 | 96.2% | 8.9% |
| 55Δ | 11.19 | 85.5% | 9.8% | 12.12 | 100.4% | 7.9% |
| 60Δ | 10.90 | 87.2% | 8.6% | 12.54 | 98.8% | 6.6% |
| 65Δ | 10.59 | 82.6% | 7.0% | 12.96 | 97.2% | 5.2% |
| 70Δ | 10.29 | 78.0% | 5.3% | 15.36 | 132.0% | 5.0% |
| 75Δ | 9.96 | 74.3% | 3.8% | 17.93 | 170.1% | 5.0% |
| 80Δ | 9.43 | 83.4% | 3.2% | 19.21 | 174.8% | 3.9% |
No recorded observations