Share price$10.99
1D+0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:46:48.543Z
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 · 2026-10-22T20:28:26.710106035Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.94 | 127.8% | 48.5% | 8.65 | 129.0% | 26.1% |
| 25Δ | 14.10 | 105.4% | 32.1% | 9.28 | 119.7% | 21.6% |
| 30Δ | 13.50 | 96.1% | 27.2% | 9.78 | 116.5% | 18.5% |
| 35Δ | 12.98 | 87.6% | 22.8% | 10.25 | 113.5% | 15.9% |
| 40Δ | 12.45 | 79.1% | 18.5% | 10.68 | 110.8% | 13.6% |
| 45Δ | 11.93 | 70.6% | 14.1% | 11.15 | 110.7% | 11.7% |
| 50Δ | 11.40 | 62.0% | 9.8% | 11.68 | 117.8% | 10.6% |
| 55Δ | 10.96 | 54.8% | 6.3% | 12.30 | 125.8% | 9.5% |
| 60Δ | 10.81 | 51.3% | 5.4% | 13.10 | 136.5% | 8.6% |
| 65Δ | 10.65 | 47.9% | 4.6% | 14.57 | 160.7% | 8.0% |
| 70Δ | 10.49 | 44.5% | 3.7% | 17.21 | 196.6% | 7.5% |
| 75Δ | 10.34 | 41.1% | 2.8% | 20.28 | 219.5% | 6.3% |
| 80Δ | 10.18 | 37.7% | 2.0% | |||
No recorded observations