Share price$9.51
1D+1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:29:03.461Z
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 · 2026-10-22T20:00:00.328310355Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.26 | 156.2% | 30.0% | |||
| 25Δ | 13.94 | 152.2% | 51.9% | 7.78 | 164.2% | 27.3% |
| 30Δ | 13.53 | 168.1% | 50.1% | 8.30 | 158.0% | 23.5% |
| 35Δ | 13.11 | 183.9% | 48.2% | 8.83 | 141.1% | 18.9% |
| 40Δ | 12.70 | 199.7% | 46.4% | 10.13 | 243.4% | 24.4% |
| 45Δ | 12.28 | 215.6% | 44.5% | 10.69 | 221.9% | 20.1% |
| 50Δ | 11.48 | 208.7% | 37.5% | 11.25 | 204.5% | 16.4% |
| 55Δ | 10.57 | 193.2% | 29.2% | 11.82 | 192.3% | 13.4% |
| 60Δ | 10.73 | 278.0% | 39.5% | 12.50 | 185.8% | 11.0% |
| 65Δ | 9.14 | 217.4% | 21.9% | 13.27 | 182.1% | 8.9% |
| 70Δ | 8.39 | 184.3% | 14.3% | 14.06 | 177.8% | 7.0% |
| 75Δ | 7.70 | 170.7% | 9.6% | 14.59 | 166.1% | 5.2% |
| 80Δ | 6.99 | 180.6% | 7.6% | 16.19 | 172.9% | 3.8% |
No recorded observations