Share price$12.81
1D+0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:38:26.194Z
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 · 2026-10-23T00:00:00.063356611Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.20 | 121.8% | 24.8% | |||
| 25Δ | 17.44 | 127.0% | 40.7% | 11.11 | 94.7% | 17.8% |
| 30Δ | 15.83 | 103.8% | 28.3% | 11.69 | 78.5% | 13.4% |
| 35Δ | 15.42 | 96.6% | 25.4% | 12.13 | 67.0% | 10.2% |
| 40Δ | 15.00 | 89.3% | 22.5% | 12.41 | 61.1% | 8.4% |
| 45Δ | 14.58 | 82.1% | 19.7% | 12.68 | 55.2% | 6.6% |
| 50Δ | 14.16 | 74.9% | 16.8% | 12.96 | 49.2% | 4.8% |
| 55Δ | 13.75 | 67.7% | 13.9% | 13.13 | 45.9% | 4.0% |
| 60Δ | 13.33 | 60.5% | 11.1% | 13.28 | 43.0% | 3.4% |
| 65Δ | 12.91 | 53.3% | 8.2% | 13.42 | 40.1% | 2.7% |
| 70Δ | 12.49 | 46.0% | 5.3% | 13.57 | 37.2% | 2.1% |
| 75Δ | 12.08 | 38.8% | 2.4% | 13.72 | 34.3% | 1.5% |
| 80Δ | 11.81 | 35.8% | 1.6% | 13.86 | 31.4% | 0.8% |
No recorded observations