Share price$12.88
1D+2.2%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T21:49:29.701Z
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 · 2026-10-23T20:57:08.666836441Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.95 | 163.5% | 66.8% | 9.74 | 165.8% | 30.9% |
| 25Δ | 19.79 | 169.2% | 59.3% | 10.53 | 164.1% | 27.0% |
| 30Δ | 18.16 | 163.5% | 47.9% | 11.29 | 164.1% | 23.7% |
| 35Δ | 16.89 | 159.4% | 39.4% | 12.03 | 167.4% | 21.1% |
| 40Δ | 15.91 | 158.9% | 33.5% | 12.75 | 162.9% | 18.1% |
| 45Δ | 15.18 | 164.7% | 30.0% | 13.50 | 161.4% | 15.7% |
| 50Δ | 14.34 | 164.3% | 25.4% | 14.27 | 160.8% | 13.5% |
| 55Δ | 13.51 | 161.7% | 20.9% | 15.06 | 159.4% | 11.4% |
| 60Δ | 12.74 | 160.2% | 17.1% | 16.07 | 164.0% | 9.8% |
| 65Δ | 12.02 | 160.7% | 14.0% | 17.13 | 165.6% | 8.2% |
| 70Δ | 11.27 | 167.4% | 11.8% | 18.20 | 164.3% | 6.5% |
| 75Δ | 10.51 | 168.5% | 9.3% | 19.42 | 163.1% | 5.0% |
| 80Δ | 9.72 | 168.1% | 6.9% | 21.13 | 165.7% | 3.6% |
No recorded observations