Share price$12.82
1D+0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:15:03.890Z
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 · 2026-10-22T20:00:00.535001513Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.59 | 183.4% | 88.7% | 9.47 | 182.5% | 33.8% |
| 25Δ | 30.19 | 282.1% | 143.9% | 10.33 | 167.8% | 28.1% |
| 30Δ | 21.58 | 212.7% | 76.7% | 11.02 | 141.0% | 22.5% |
| 35Δ | 18.49 | 173.8% | 52.8% | 11.72 | 114.2% | 16.8% |
| 40Δ | 15.41 | 135.0% | 28.9% | 12.42 | 87.4% | 11.1% |
| 45Δ | 14.46 | 132.3% | 23.3% | 12.84 | 83.3% | 9.4% |
| 50Δ | 13.83 | 135.1% | 20.5% | 13.23 | 82.1% | 8.3% |
| 55Δ | 13.21 | 137.8% | 17.7% | 13.62 | 80.9% | 7.1% |
| 60Δ | 12.58 | 140.6% | 14.8% | 14.01 | 79.7% | 5.9% |
| 65Δ | 12.01 | 135.7% | 12.4% | 14.40 | 78.5% | 4.7% |
| 70Δ | 11.44 | 129.6% | 9.9% | 14.79 | 77.3% | 3.5% |
| 75Δ | 10.87 | 123.6% | 7.5% | 15.28 | 75.9% | 2.6% |
| 80Δ | 10.31 | 117.5% | 5.1% | 15.90 | 74.2% | 1.9% |
No recorded observations