Share price$10.81
1D+0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:08:48.360Z
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 · 2026-10-23T14:54:44.423826939Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.87 | 133.0% | 50.3% | 8.35 | 137.0% | 27.9% |
| 25Δ | 13.99 | 110.0% | 33.3% | 8.86 | 131.4% | 24.6% |
| 30Δ | 13.38 | 99.5% | 28.1% | 9.37 | 125.8% | 21.4% |
| 35Δ | 12.78 | 88.9% | 22.9% | 9.88 | 120.3% | 18.1% |
| 40Δ | 12.18 | 78.4% | 17.7% | 10.39 | 114.7% | 14.8% |
| 45Δ | 11.57 | 67.9% | 12.5% | 10.90 | 109.1% | 11.6% |
| 50Δ | 10.99 | 57.7% | 7.5% | 11.44 | 114.3% | 10.2% |
| 55Δ | 10.81 | 55.0% | 6.5% | 11.98 | 121.9% | 9.2% |
| 60Δ | 10.62 | 52.3% | 5.4% | 12.81 | 135.1% | 8.4% |
| 65Δ | 10.44 | 49.6% | 4.4% | 13.74 | 145.1% | 7.3% |
| 70Δ | 10.25 | 47.0% | 3.4% | 15.38 | 166.3% | 6.6% |
| 75Δ | 10.07 | 44.3% | 2.4% | 18.50 | 200.9% | 5.9% |
| 80Δ | ||||||
No recorded observations