Share price$12.77
1D+0.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:14:19.943Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16
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 · 2026-10-22T17:04:31.940451224Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.16 | 114.5% | 42.1% | |||
| 25Δ | 10.26 | 97.6% | 34.1% | |||
| 30Δ | 11.02 | 89.0% | 29.2% | |||
| 35Δ | 11.77 | 80.4% | 24.3% | |||
| 40Δ | 12.53 | 71.7% | 19.4% | |||
| 45Δ | 13.28 | 63.1% | 14.6% | |||
| 50Δ | 14.02 | 54.6% | 9.8% | |||
| 55Δ | 14.31 | 49.2% | 7.6% | |||
| 60Δ | 14.60 | 43.7% | 5.5% | |||
| 65Δ | 14.90 | 38.2% | 3.3% | |||
| 70Δ | 11.63 | 51.4% | 10.8% | 15.51 | 37.2% | 1.9% |
| 75Δ | 11.18 | 43.9% | 7.5% | 16.30 | 38.6% | 1.0% |
| 80Δ | 10.84 | 37.7% | 5.2% | 18.84 | 51.9% | 0.5% |
No recorded observations