Share price$10.12
1D+6.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:19:55.587Z
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 · 2026-10-22T16:19:07.172429522Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.07 | 107.2% | 24.2% | |||
| 25Δ | 20.60 | 224.1% | 110.7% | 8.49 | 103.1% | 21.2% |
| 30Δ | 17.68 | 230.3% | 83.9% | 8.92 | 98.9% | 18.1% |
| 35Δ | 14.60 | 185.3% | 53.6% | 9.34 | 94.8% | 15.0% |
| 40Δ | 13.56 | 162.5% | 43.5% | 9.77 | 90.7% | 12.0% |
| 45Δ | 12.53 | 139.7% | 33.5% | 10.42 | 96.0% | 10.0% |
| 50Δ | 11.49 | 116.9% | 23.4% | 11.34 | 112.6% | 9.4% |
| 55Δ | 10.45 | 94.1% | 13.3% | 12.26 | 129.2% | 8.8% |
| 60Δ | 13.18 | 145.9% | 8.2% | |||
| 65Δ | 14.11 | 162.5% | 7.6% | |||
| 70Δ | 14.92 | 176.0% | 6.9% | |||
| 75Δ | 14.22 | 121.5% | 3.7% | |||
| 80Δ | ||||||
No recorded observations