Share price$10.58
1D+11.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:20:54.017Z
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 · 2026-10-22T23:00:00.003048636Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.85 | 262.5% | 43.4% | |||
| 25Δ | 7.84 | 208.9% | 33.8% | |||
| 30Δ | 17.69 | 217.8% | 75.9% | 8.83 | 155.2% | 24.2% |
| 35Δ | 14.75 | 176.7% | 48.4% | 9.81 | 101.6% | 14.6% |
| 40Δ | 13.92 | 164.7% | 41.6% | 10.33 | 92.6% | 11.8% |
| 45Δ | 13.09 | 152.8% | 34.8% | 10.73 | 94.1% | 10.5% |
| 50Δ | 12.26 | 140.8% | 28.0% | 11.14 | 95.7% | 9.3% |
| 55Δ | 11.43 | 128.8% | 21.1% | 11.54 | 97.2% | 8.0% |
| 60Δ | 10.60 | 116.9% | 14.3% | 11.95 | 98.7% | 6.7% |
| 65Δ | 12.35 | 100.2% | 5.5% | |||
| 70Δ | 14.26 | 140.1% | 5.7% | |||
| 75Δ | 18.13 | 198.1% | 5.8% | |||
| 80Δ | ||||||
No recorded observations