Share price$10.86
1D-1.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:29:04.515Z
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 · 2026-10-22T18:17:25.678814463Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.89 | 130.1% | 49.8% | 8.55 | 127.9% | 26.0% |
| 25Δ | 14.00 | 107.4% | 32.8% | 9.20 | 117.3% | 21.3% |
| 30Δ | 13.43 | 98.6% | 28.0% | 9.67 | 115.1% | 18.4% |
| 35Δ | 12.86 | 89.8% | 23.3% | 10.14 | 113.7% | 15.9% |
| 40Δ | 12.29 | 81.0% | 18.5% | 10.60 | 114.3% | 14.2% |
| 45Δ | 11.72 | 72.2% | 13.7% | 11.06 | 115.0% | 12.4% |
| 50Δ | 11.15 | 63.4% | 9.0% | 11.52 | 115.6% | 10.7% |
| 55Δ | 10.85 | 58.9% | 6.9% | 11.98 | 116.2% | 8.9% |
| 60Δ | 10.65 | 56.0% | 5.8% | 12.68 | 124.1% | 7.9% |
| 65Δ | 10.46 | 53.0% | 4.7% | 13.91 | 146.0% | 7.5% |
| 70Δ | 10.26 | 50.1% | 3.6% | 15.50 | 164.3% | 6.5% |
| 75Δ | 10.06 | 47.2% | 2.5% | 19.09 | 205.8% | 6.0% |
| 80Δ | 9.63 | 50.3% | 1.9% | 20.92 | 204.5% | 4.3% |
No recorded observations