Share price$11.49
1D+0.2%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:48:00.572Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-23T16:46:03.226940516Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.01 | 124.8% | 78.5% | 8.30 | 144.4% | 35.8% |
| 25Δ | 19.11 | 135.9% | 72.6% | 9.30 | 118.4% | 27.5% |
| 30Δ | 17.58 | 129.1% | 60.4% | 10.13 | 98.2% | 20.9% |
| 35Δ | 14.68 | 100.8% | 35.3% | 10.55 | 91.7% | 18.2% |
| 40Δ | 13.62 | 88.1% | 26.5% | 10.97 | 85.2% | 15.5% |
| 45Δ | 12.56 | 75.3% | 17.8% | 11.40 | 78.6% | 12.8% |
| 50Δ | 11.82 | 72.1% | 10.1% | |||
| 55Δ | 12.24 | 65.6% | 7.4% | |||
| 60Δ | 13.26 | 72.2% | 5.9% | |||
| 65Δ | 15.21 | 99.3% | 6.1% | |||
| 70Δ | 17.16 | 126.4% | 6.4% | |||
| 75Δ | 20.12 | 143.2% | 5.3% | |||
| 80Δ | ||||||
No recorded observations