Share price$11.40
1D-0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-23T14:12:04.551Z
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 · 2026-10-23T14:07:47.617837659Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.97 | 66.6% | 14.8% | |||
| 25Δ | 20.84 | 218.9% | 89.8% | 10.32 | 68.1% | 13.4% |
| 30Δ | 18.41 | 208.0% | 69.9% | 10.65 | 71.8% | 12.4% |
| 35Δ | 15.44 | 170.5% | 44.2% | 10.97 | 75.5% | 11.3% |
| 40Δ | 13.93 | 143.9% | 31.2% | 11.29 | 79.2% | 10.3% |
| 45Δ | 12.67 | 120.6% | 20.6% | 11.62 | 82.9% | 9.2% |
| 50Δ | 12.14 | 112.7% | 16.9% | 11.94 | 86.6% | 8.2% |
| 55Δ | 11.72 | 107.2% | 14.4% | 12.27 | 90.3% | 7.1% |
| 60Δ | 11.29 | 101.8% | 11.9% | 13.20 | 114.0% | 7.0% |
| 65Δ | 10.87 | 96.4% | 9.4% | 15.77 | 179.0% | 8.6% |
| 70Δ | 10.45 | 91.0% | 6.9% | 19.50 | 226.9% | 8.3% |
| 75Δ | 10.03 | 85.6% | 4.4% | 21.97 | 233.7% | 6.6% |
| 80Δ | 9.26 | 98.4% | 3.5% | |||
No recorded observations