Share price$10.55
1D-0.8%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:47:38.356Z
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 · 2026-10-23T15:45:17.150057398Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.08 | 136.0% | 28.1% | |||
| 25Δ | 8.67 | 121.0% | 23.1% | |||
| 30Δ | 22.80 | 284.0% | 126.5% | 9.26 | 105.9% | 18.2% |
| 35Δ | 16.97 | 222.7% | 71.5% | 9.86 | 90.9% | 13.2% |
| 40Δ | 14.37 | 191.1% | 47.5% | 11.12 | 97.0% | 11.3% |
| 45Δ | 13.43 | 174.5% | 39.4% | 12.60 | 109.8% | 10.4% |
| 50Δ | 12.48 | 158.0% | 31.3% | 14.09 | 122.7% | 9.4% |
| 55Δ | 11.54 | 141.4% | 23.2% | 15.57 | 135.6% | 8.4% |
| 60Δ | 10.59 | 124.9% | 15.1% | 17.05 | 148.4% | 7.5% |
| 65Δ | 9.83 | 113.7% | 9.4% | 18.53 | 161.3% | 6.5% |
| 70Δ | 9.39 | 111.3% | 7.9% | 20.01 | 174.2% | 5.6% |
| 75Δ | 8.95 | 109.0% | 6.4% | 21.49 | 187.0% | 4.6% |
| 80Δ | 8.51 | 106.7% | 4.9% | 22.97 | 199.9% | 3.6% |
No recorded observations