Share price$12.77
1D+1.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:15:14.462Z
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 · 2026-10-22T20:00:00.376098369Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.51 | 174.2% | 32.3% | |||
| 25Δ | 10.43 | 145.6% | 25.5% | |||
| 30Δ | 23.59 | 248.2% | 94.3% | 11.07 | 129.0% | 21.1% |
| 35Δ | 18.81 | 196.0% | 57.0% | 11.72 | 112.5% | 16.6% |
| 40Δ | 16.22 | 159.7% | 36.9% | 12.36 | 96.0% | 12.1% |
| 45Δ | 14.60 | 132.7% | 24.3% | 12.74 | 89.0% | 10.2% |
| 50Δ | 13.84 | 113.8% | 18.4% | 13.05 | 84.6% | 8.9% |
| 55Δ | 13.08 | 95.0% | 12.6% | 13.36 | 80.3% | 7.7% |
| 60Δ | 12.41 | 80.2% | 7.8% | 13.67 | 75.9% | 6.5% |
| 65Δ | 12.03 | 78.2% | 6.7% | 13.98 | 71.6% | 5.2% |
| 70Δ | 11.65 | 76.3% | 5.7% | 14.28 | 67.2% | 4.0% |
| 75Δ | 11.27 | 74.4% | 4.6% | 14.59 | 62.8% | 2.8% |
| 80Δ | 10.89 | 72.4% | 3.5% | 14.90 | 58.5% | 1.5% |
No recorded observations