Share price$12.69
1D+0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:19:54.589Z
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 · 2026-10-22T23:16:47.748348267Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.28 | 168.8% | 72.0% | 9.71 | 152.4% | 29.5% |
| 25Δ | 19.53 | 166.9% | 59.6% | 10.45 | 151.6% | 25.8% |
| 30Δ | 18.43 | 171.2% | 52.5% | 11.15 | 151.2% | 22.6% |
| 35Δ | 16.84 | 161.5% | 41.2% | 11.83 | 150.6% | 19.7% |
| 40Δ | 15.81 | 160.1% | 34.7% | 12.51 | 149.8% | 17.2% |
| 45Δ | 14.85 | 157.0% | 28.8% | 13.21 | 150.3% | 15.0% |
| 50Δ | 14.04 | 156.8% | 24.3% | 13.99 | 153.8% | 13.2% |
| 55Δ | 13.26 | 154.9% | 20.2% | 14.82 | 155.7% | 11.3% |
| 60Δ | 12.55 | 157.5% | 17.1% | 15.78 | 159.2% | 9.7% |
| 65Δ | 11.85 | 162.1% | 14.5% | 16.81 | 160.9% | 8.1% |
| 70Δ | 11.11 | 165.2% | 11.9% | 17.72 | 157.0% | 6.4% |
| 75Δ | 10.34 | 167.6% | 9.4% | 19.10 | 160.0% | 4.9% |
| 80Δ | 9.51 | 171.5% | 7.2% | 20.44 | 157.8% | 3.5% |
No recorded observations